Chapter 1

Calculus

CHAPTER HIGHLIGHTS

☞ Limit of a function ☞ Mean value theorem

☞ Derivatives

Limit oF a Function Now, let us see what happens when x is greater than 2.
Let y = f(x) be a function of x and let ‘a’ be any real number. When x = 2.1, f (x) = 9.261
We must first understand what a ‘limit’ is. A limit is When x = 2.01, f (x) = 8.12
the value, function approaches, as the variable within that When x = 2.001, f (x) = 8.01
function (usually ‘x’) gets nearer and nearer to a particu- When x = 2.0001, f (x) = 8.001
lar value. In other words, when x is very close to a certain As x decreases and approaches 2, f (x) still approaches 8.
number, what is f(x) very close to? This is called ‘right-hand limit’ and is written as lim+
x→ 2
→ ←
Meaning of ‘x → a’ x 2 2 x

Let x be a variable and ‘a’ be a constant. If x assumes values We get the same answer while finding both, left and right
hand limits. Hence we write that lim x = 8.
3
nearer and nearer to ‘a’, then we say that ‘x tends to a’ or ‘x x →2
approaches a’ and is written as ‘x → a’. By x → a, we mean
that x ≠ a and x may approach ‘a’ from left or right, which Meaning of the Symbol: xlim
→a
f(x) = l
is explained in the example given below. Let f (x) be a function of x where x takes values closer and
Let us look at an example of a limit: What is the limit of closer to ‘a’ (≠ a), then f (x) will assume values nearer and
the function f (x) = x3 as x approaches 2? The expression ‘the nearer to l. Hence we say, f (x) tends to the limit ‘l’ as x tends
limit as x approaches to 2’ is written as: lim Let us check to a.
x→2
out some values of lim as x increases and gets closer to 2, The following are some of the simple algebraic rules of
x→2 limits.
without even exactly getting there.
1. xlim kf ( x ) = k lim f ( x )
When x = 1.9, f (x) = 6.859 →a x →a
When x = 1.99, f (x) = 7.88
2. lim[ f ( x ) ± g ( x )] = lim f ( x ) ± lim g ( x )
When x = 1.999, f (x) = 7.988 x →a x →a x →a
When x = 1.9999, f (x) = 7.9988 3. xlim[ f ( x ) ⋅ g ( x )] = lim f ( x ) ⋅ lim g ( x )
→a x →a x →a
As x increases and approaches 2, f (x) gets closer and closer
to 8 and since x tends to 2 from left this is called ‘left-hand f ( x) x→a
4. lim = ( lim g ( x ) ≠ 0)
limit’ and is written as lim− . x →a g ( x ) lim g ( x ) x → a
x→ 2 x →a

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 2.4 | Part II ■  Engineering Mathematics

NOTES For functions that are continuous on (a, b) the following

holds:
  1. If the left hand limit of a function is not equal to the
right hand limit of the function, then the limit does
f is bounded and attains its bounds at least once on [a,
not exist. b], i.e., for some c, d ∈[a, b],
  2. A limit equal to infinity is not the same as a limit that M = supremum of f = f(c) and m = Infimum of f = f (d)
does not exist.
(c, M ) (c1, M )
y

Continuous Functions
Let f: A → B be any given function and let c ∈ A. We say f is
continuous at c, if given ∈ > 0, there exists d > 0 such that
|f (x) - f (c)|< ∈ whenever |x - c| < d
(d, m )
In words, this means that, if x is very close to c in domain,
x
then f (x) is very close to f (c) in range. a d c c1 b
Equivalently f is continuous at c. If lim f ( x ) = f (c)
x →c NOTE
We observe
1. c ∈ A, i.e., f (c) must exist 1; 0 < x ≤ 1
The converse may not be true as f ( x ) =  is
2. lim f ( x ) exists −1; 1 < x ≤ 2
x →c
bounded on [1, 2] but it is not continuous at x = 1.
3. f (c) and lim f ( x ) are equal.
x →c
If any of these three conditions fail, then f is discontinuous Intermediate-value Theorem
at x = c. If f is continuous on [a, b] and f (a) ≠ f (b) then f takes every
value between f (a) and f (b).
Equivalently, if f is continuous on [a, b] and f (a) < k < f
Algebra of Continuous Functions (b) or f (b) < k < f (a), then there exists c ∈ (a, b) such that
If f, g be two continuous functions at c, then f + g, f - g, fg f(c) = k.
are also continuous at x = c. Equivalently, If f (a) and f (b) are of opposite signs then
To solve a problem of continuous functions at a point a, there exists c ∈ (a, b) such that f(c) = 0.
you can take the following approach. y

1. Find the value f (x) at x = a. If a is in the domain of f, f

(a) must exist. If a is not in the domain, then f (a) does
not exist. In such a case, f is not continuous at x = a. 0 a c b x

2. Find lim f ( x ). For this you have to first find lim

x →a x→∞
f ( x ) = l1 (say ) and lim+ f ( x ) = l2 (say ). If l1 ≠ l2 then
⋅
f (a) < 0 and f (b) > 0, clearly f (c) = 0.
x →a
lim f ( x ) does not exist and so f is not continuous at x NOTES
x →a
 1. If f (x) is continuous in [a, b] then f takes all values
= a. If l1 = l2, then lim f ( x ) exists. between m and M at least once as x moves from a to b,
x →a
where M = Supremum of f on [a, b] and m = ­infimum
3. If lim f ( x ) exists and also f (a) exists.
x →a of f on [a, b].
Then verify whether lim f ( x ) = f ( a).  2. If f (x) is continuous in [a, b], then | f | is also continu-
x →a ous on [a, b], where | f | (x) = | f (x)| x ∈ [a, b].
If xlim f ( x ) = f ( a). Then f is continuous, otherwise it is  3. Converse may not be true
→a
not continuous at x = a. 1; 0 < x ≤ 3
Problems on continuous functions can be grouped into For instance, f ( x ) = 
−1; 3 < x ≤ 5
the following categories.
is not continuous at x = 3, but | f |(x) = 1x ∈ [0, 5], being a
1. Using ∈, d notation. constant function is continuous [0, 5].
2. Using existence of right and left hand limits.
3. To find the value of the unknown in f (x) when f is given Inverse-function Theorem
to be continuous at a point. If f is a continuous one-to-one function on [a, b] then f -1 is
4. To find f (a) when f is given to be continuous at x = a. also continuous on [a, b].

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 Chapter 1  ■ Calculus |  2.5

Uniform Continuity  A function f defined on an interval I NOTES

is said to be uniformly continuous on I if given ∈ > 0 there
 1. 
Every differentiable function is continuous, but the
exists a d > 0 such that if x, y are in I and |x - y| < d then
converse is not true.
| f (x) – f (y) | < ∈.
The example of a function which is continuous but
not differentiable at a point f (x) = | x - 3| for x ∈ R is
NOTE continuous at x = 3, but it is not differentiable at x = 3.
Continuity on [a, b] implies uniform continuity whereas  2. 
The function may have a derivative at a point, but the
continuity on (a, b) does not mean uniform continuity. derivative may not be continuous.
For example the function
Types of Discontinuity  If f is a function defined on an inter-
val I, it is said to have  3 1
  x sin ; x ≠ 0 has the derivative function
(TD1) a removable discontinuity at p ∈ I, if lim f ( x ) f ( x) =  x
exists, but is not equal to f (p).
x→ p  0; x=0
(TD2) a discontinuity of first kind from the left at p if as
lim f ( x ) exists but is not equal to f (p).  2 1 1
x → p− 3 x sin − x cos ; x ≠ 0
f ′( x ) =  x x
(TD3) a discontinuity of first kind from the right at p if  0; x=0
lim f ( x ) exists but is not equal to f (p).
x → p+
However lim f ′( x ) doesn’t exist.
(TD4) a discontinuity of first kind at p if lim x →0
x→∞
f ( x ) and lim+ f ( x ) exists but they are unequal.
x→ p

(TD5) a discontinuity of second kind from the left at SOLVED EXAMPLES

p if lim f ( x ) does not exist.
x→ p− Example 1
(TD6) a discontinuity of second kind from the right at Discuss the continuity of the function at x = 1 where f (x) is
p if lim+ f ( x ) does not exist. defined by
x→ p
3x − 2
(TD7) a discontinuity of second kind at p if neither f ( x) = for 0 < x ≤ 1
x
lim− f ( x ) nor lim+ f ( x ) exist.
x→ p x→ p
sin( x − 1)
= for x > 1
( x − 1)
Examples for each type are presented in the following   
table:
Solution
Type Example Point of Discontinuity Consider the left and right handed limits
TD1 x2 − 1 x=i
f ( x) = ,x≠ 3x − 2
x −1 lim f ( x ) = lim =1
f (1) = 3
x →1− x →1 x
sin( x − 1)
TD2 f(x) = x + 3 for 0 < x < 1 x=1 lim f ( x ) = lim
x →1+ x →1x −1
f(x) = 5 for x ≥ 1
sin( x − 1)
TD3 f(x) = x + 3, for x > 2 x=2 = lim = 1 and f (1)
f(x) = 8 for x ≤ 2 ( x −1) →0 ( x − 1)
 
TD4  x + 3; x > 2 x=2 3(1) − 2

f ( x ) =  7; x=2 = =1
 x − 3; x < 2   1

∴ lim− f ( x ) = lim+ f ( x ) = f (1)
x →1 x →1
TD5 f(x) = tan x for x < p/2 π
f(x) = 1, for x ≥p/2 x=
2 \ f is continuous at x = 1.

TD6 f(x) = 1, for x ≤ p/2 π Example 2

f(x) = tan x for x > p/2 x=
2
( 2 x − 1) 2
If f ( x ) = for x ≠ 0 and f (x) = log 2 for x =
TD7 f(x) = 1/x at x ≠ 0 f(0) x=0 (sin 2 x ) log(1 + x )
= 3 at x = 0
0, discuss the continuity at x = 0.

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 2.6 | Part II ■  Engineering Mathematics

Solution And f (x) is continuous at x = 4, then find the values of a

and b.
( 2 − 1)
x
lim f ( x ) = lim
x →0 x →0 (sin 2 x ) log(1 + x) Solution
2 x−4
 2x −1  lim f ( x ) = lim− +a
  x →4− x →4 | x−4|
= lim  x 
x →0 sin 2 x log(1 + x ) ( x − 4)
( 2) = lim− + a = −1 + a
2x x   x →4 −( x − 4)
2 x−4
 2x −1  lim+ f ( x ) = lim+ +b
  x →4 x →4 | x−4|
= lim  x 
x →0 1 x−4
 sin 2 x  = lim+ + b = 1+ b
2  log( 1 + x ) x
x →4 ( x − 4)
 2x 
Since given f (x) is continuous at x = 4
2
 2x −1  lim f ( x ) = f ( 4) = lim+ f ( x )
lim   x →4− x →4
1 x →0  x 
= ⇒ –1 + a = a + b = 1 + b ⇒ a = 1, b = – 1
1 
2 sin 2 x  
 lim   log lim (1 + x ) x 
 x →0 2 x   x →0  Example 5
1 Examine the continuity of the given function at origin
= (log 2) 2 .
2 where,
But given f (x) = 2 log 2 at x = 0  1
∴ lim f ( x ) ≠ f (0)  xe x
 , x≠0
x →0 f ( x) =  1
∴ f (x) is not continuous at x = 0. 1 + e x
 0, x=0
Example 3
Find the value of k if Solution
1
2 x 3 − 5 x 2 + 4 x + 11
f ( x) = , for x ≠ −1 xe x
x +1 lim f ( x ) = lim− 1
=0
x →0 − x →0
And f (–1) = k is continuous at x = –1. 1+ e x
x
Solution lim f ( x ) = lim+ =0
x →0 + x →0 e −1/x + 1
Given f (x) is continuous at x = – 1
Then,
⇒ lim f ( x ) = f ( −1) = k .
x →−1 lim f ( x ) = lim+ f ( x ) = lim f ( x ) = 0
x →0 − x →0 x →0
 2 x 3 − 5 x 2 + 4 x + 11  Thus the function is continuous at the origin.
⇒ lim f ( x ) lim  
x →−1 x →−1  x +1 
( x + 1)( 2 x 2 − 7 x + 11) Derivatives
= lim
x →−1 x +1 In this section we will look at the simplistic form of the
2
 = 2(– 1) – 7 (– 1) + 11 definition of a derivative, the derivatives of certain standard
 = 2 + 7 + 11 = 20 functions and application of derivatives.
\k = 20 [ f ( a + h) − f ( a)]
For a function f (x), the ratio is the rate
h
Example 4 of change of f (x) in the interval [a, (a + h)].
x−4 The limit of this ratio as h tends to zero is called the
If f ( x ) = + a, for x < 4, = a + b for derivative of f (x). This is represented as f ′(x), i.e.,
| x−4|
x−4 f ( a + h) − f ( a)
x = 4, = + b, for x > 4 lim = f ′( x )
| x−4| h→0 h

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 Chapter 1  ■ Calculus |  2.7

The derivative f ′(x) is also represented as d{ f ( x )} or Derivatives of Some Important Functions

d dx d n
{ f ( x )} 1.
(a) (x ) = n · xn-1
dx dx
dy d  1  −n
Hence, if y = f (x), i.e., y is a function of x, then is the
(b)  =
derivative of y with respect to x. dx dx  x n  x n +1

NOTES d 1
(c)  ( x ) = ; x≠0
dx 2 x
  1. dy is the rate of change of y with respect to x. d
dx 2. [axn + b] = an · xn-1
dx
  2. If the function y can be represented as a general curve, d
and a tangent is drawn at any point where the tangent 3. [ax + b]n = n a (ax + b) n-1
dx
makes an angle θ with the horizontal (as shown in the d
4. [eax] = a · eax
dy dx
figure), then = tan θ , In other words, derivative of
dx d 1
5. [log x] = ; x > 0
a function at a given point is the slope of the curve at dx x
that point, i.e., tans of the angle, the tangent drawn d x
6. [a ] = ax log a; a > 0
to the curve at that point, makes with the horizontal. dx
d
7.
(a)  [sin x] = cos x
Y y = f (x ) dx
d
(b)  [cos x] = –sin x
dx
θ
d
(c)  [tan x] = sec2 x
dx
O X
d
(d)  [cot x] = –cosec2 x
dx
d
Standard Results (e)  [sec x] = sec x · tan x
dx
If f (x) and g(x) are two functions of x and k is a constant, d
(f)  [cosec x] = –cosec x · cot x
then dx

1.
d
(c) = 0 (c is a constant) Inverse Rule
dx If y = f (x) and its inverse x = f–1(y) is also defined, then
d d dy 1
2. k ⋅ f ( x) = k f ( x ) (k is a constant) = .
dx dx dx dx
dy
d
3. ( f ( x ) ± g ( x ))
dx Second Derivative
d d If y = f (x), then the derivative of derivative of y is called as
= f ( x) ± g( x)
dx dx d2 y
second derivative of y and is represented by .
dx 2
Product Rule d2 y d  dy  dy
= f ′′( x ) =   where
4. d { f ( x ) ⋅ g ( x )} = f ′( x ) ⋅ g ( x ) + f ( x ) ⋅ g ′( x ) dx 2 dx  dx  dx is the first derivative of y.
dx
d 1
8. (a) sin −1 x =
Quotient Rule dx 1 − x2
d  f ( x )  g ( x ) ⋅ f ′( x ) − f ( x ) ⋅ g ′( x ) d −1
5.  = (b) cos ec −1 x =
dx  g ( x )  ( g ( x )) 2 dx | x | x2 −1
d −1
Chain Rule (c) cos −1 x =
dx 1− x2
6. If y = f (u) and u = g(x) be two functions, then
dy  dy   du  d 1
= × (d) sec −1 x =
dx  du   dx  dx | x | x2 −1

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 2.8 | Part II ■  Engineering Mathematics

d −1 1 dn  nπ 
(e) tan x = (f) n sin (ax + b) = an sin  + ax + b 
dx 1+ x2 dx  2 
 (f) d cot −1 x = −1 dn  nπ 
dx 1+ x2 (g) n cos (ax + b) = an cos  + ax + b 
dx  2 
9. (a) d sinh x = cosh x
dx dn
(h) n (eax sin bx)
d dx
(b) cosh x = sinh x  b
dx = ( a 2 + b 2 ) n / 2 eax sin  bx + n tan-1 
 a
(c) d tanh x = sech 2 x d n ax
dx (i) (e cos bx)
dx n
d  b
(d) coth x = −cosech 2 x = (a2 + b2)n/2 eax cos  bx + n tan-1 
dx  a
d d  1  ( −1) n n+1
n n
(e) sech x = − sech x tanh x
dx (j) n  2  = n + 2 sin θ sin (n + 1)θ
dx  x + a 2  a
d
cosechx = − cosechx coth x
where θ = tan-1   
(f) x
dx
a
d 1 dn
10. (a) sinh −1 x = (k) n (tan-1x) = (-1)n-1 (n - 1)! sinnθ ⋅ sin nθ
dx dx
1 + x2
where θ = cot-1x.
(b) d cosh −1 x = 1
dx x2 − 1 Application of Derivatives
 (c) d tanh −1 x = 1 Errors in Measurement
dx 1 − x2 Problems relating to errors in measurement can be solved
using the concept of derivatives. For example, if we know
 (d) d coth −1 x = −1
dx x2 −1 the error in measurement of the radius of a sphere, we can
find out the consequent error in the measurement of the
d −1 volume of the sphere. Without going into further details
 (e) sech −1 x =
dx x 1 − x2 of theory, we can say dx = error in measurement of x and
d −1 dy = consequent error in measurement of y, Where y =
  (f) cosech −1 x = dy
dx x x2 + 1 f (x). Hence, we can rewrite = f ′( x ) as dy = f ′(x) · dx.
dx
Successive Differentiation Thus, if we know the function y = f (x) and dx, error in
measurement of x, we can find out dy, the error in meas-
If f is differentiable function of x and the derivative f ′ is also
urement of y.
a differentiable function of x, then f ″ is called the second
derivative of f. Similarly 3rd, 4th ... nth derivative of f may NOTES
be defined and are denoted by f″′,  f ″′′, ... f n or y3, y4 … yn.   1. An error is taken to be positive when the measured
11. The nth derivatives of some special functions: value is greater than the actual value and negative
when it is less.
dn
(a) n x n = n !  dy 
dx   2. Percentage error in y is given by   ×100.
 y 
dn m!
(b) n x m = x m − n s(m being a positive
dx ( m − n)
integer more than n) Rate of Change
d n ax While defining the derivative, we have seen that derivative
(c) n e = an eax is the ‘rate of change’. This can be applied to motion of bod-
dx
ies to determine their velocity and acceleration.
dn  1  ( −1) n n !
(d) n   = ; x ≠ −a
dx  x − a  ( x + a) n +1 Velocity  If we have s, the distance covered by a body ex-
pressed as a function of t, i.e., s = f (t), then rate of change
dn ( −1) n −1 ( n − 1)! ds
(e) n log( x + a) = ; (x + a) > 0 of s is called velocity (v). v = = f ′(t ).
dx ( x + a) dt

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 Chapter 1  ■ Calculus |  2.9

Acceleration  Rate of change of velocity is defined as Another Form  If f is defined on [a, a + h] such that
­acceleration. Since v = f ′(t) itself is a function of t, we can 1.
f is continuous on [a, a + h].
write v = f ′(t).
2.
f is differentiable on (a, a + h) then there exists atleast
dv d 2 s i.e., acceleration is the second derivative
=a = , one q ∈ (0, 1) such that f (a + h) = f (a) + hf ′(a + qh).
dt dt 2
of the function s = f (t). Meaning of the sign of the derivative

Maxima and Minima SIGN OF f ′(x) on [a, b] Meaning

A function takes a maximum value or a minimum value f ′(x) ≥ 0 f is non-decreasing
when the slope of the tangent of the curve at that point is
f ′(x) > 0 f is increasing
zero, i.e., when the first derivative of the function is zero. If
y = f (x), then y is maximum or minimum at the point x = x1 f ′(x) < 0 f is non-increasing

 dy  f ′(x) < 0 f is decreasing

if   = 0. f ′(x) = 0 f is constant
 dx  x = x1
dy
Thus we can find the value of x1 by equating = 0. Example: The function f, defined on R by f (x) = x3 – 15x2 +
dx
75x – 125 is non-decreasing in every interval as f ′(x) = 3(x2
As mentioned above that y can have a maximum or a - 10x + 15) = 3(x - 5)2 ≥ 0
minimum value at x = x1. Whether y is a maximum value or Thus f is non-decreasing on R.
minimum is governed by the sign of the second derivative.
The function y has a minimum value if the second deriva- Cauchy’s Mean Value Theorem  Let f and g be two func-
tive is positive. In other words, y is maximum at x = x1 if tions defined on [a, b] such that
d2 y d2 y 1. f and g are continuous on [a, b]
2
< 0 at x = x1 . y is minimum at x = x1 if > 0 at x =
dx dx 2 2. f and g are differentiable on (a, b)
 dy  g′(x) ≠ 0 for any x ∈ (a, b) then there exists at least
x1.   = 0. in both the cases discussed above. 3.
 dx  x = x1 one real number c ∈ (a, b) such that
The above discussion can be summerized as follows:
f (b) − f ( a) f ′(c)
If f ′(c) = 0 and f  ′′(c) is negative, then f(x) is maximum
1. = .
g (b) − g ( a) g ′(c)
for x = c
If f ′(c) = 0 and f  ′′(c) is positive, then f(x) is minimum
2.
for x = c Taylor’s Theorem
If f ′(c) = f ′′(c) = … = f r-1(c) = 0 and f r(c) ≠ 0, then
3. Let f be a real-valued function defined on [a, a + h] such
(a) If r is even, then f (x) is maximum or minimum that
for x = c according as f r(c) is negative or positive.
1. f n-1 is continuous on [a, a + h]
(b) If r is odd, then there is neither maximum nor a 2. f n-1 is derivable on (a, a + h), then there exists a
minimum for f (x) at x = c. number q ∈ (0, 1) such that

h2
Mean Value Theorems f ( a + h) = f ( a) + hf ′( a) +
2!
f ′′( a) + 
Rolle’s Theorem  Let f be a function defined on [a, b] such
that hn −1 n −1
+ f ( a) + Rn .
1. f is continuous on [a, b]; ( n − 1)
2. f is differentiable on (a, b) and
Where
3. f (a) = f (b), then there exists c ∈ (a, b) such that f ′(c)
=0 hn f n ( a + θ h)
Rn =
Lagrange’s Mean Value Theorem  Let f be a function de- n!
fined on [a, b] such that (Lagranges’ form of remainder)
1. f is continuous on [a, b], hn (1 − θ ) n −1 f n ( a + θ h)
2. f is differentiable on (a, b) then there exists c ∈ (a, b) Rn =
( n − 1)!
f ( b) − f ( a)
such that f ′(c) = .
b−a (Cauchy’s form of remainder)

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 2.10 | Part II ■  Engineering Mathematics

Maclaurin’s Theorem  Let f ⋅ [0, x] → R such that x3 x5 ( −1) n −1 2 n −1

1. f n-1 is continuous on [0, x], 11. tan −1 x = x − + − + x +
3 5 ( 2n − 1)
2. f n-1 is derivable on (0, x)
1 x3 1⋅ 3 x5
Then there exists a real number q ∈(0, 1) such that 12. sin −1 x = x + ⋅ + ⋅ +
2 3 2⋅4 5
x2
f ( x ) = f (0) + xf ′(0) + f ′′(0) +  Example 6
n!
For the function f (x) = x(x2 − 1) test for the applicability of
x n −1 Rolle’s theorem in the interval [−1, 1] and hence find c such
+ f ( n −1) (0) + Rn .
( n − 1)! that −1 < c < 1.
Where
Solution
xn n
Rn = f (θ x ) Given f (x) = x(x2 – 1)
n!
1. f is continuous in [−1, 1]
(Lagranges form of remainder) 2. f is differentiable in (−1, 1)
3. f (−1) = f (1) = 0
x n (1 − θ ) n −1 f n (θ x )
Rn =
( n − 1)! \  f (x) satisfies the hypothesis of Rolle’s theorems
\  We can find a number c such that f ′(c) = 0, i.e., f ′(x) =
(Cauchy’s form of remainder) 3x2 − 1

Maclaurin’s Series  Let f (x) be a function which posses de- 1

rivatives of all orders in the interval [0, x], then f ′(c) = 0 ⇒ 3c 2 − 1 = 0 ⇒ c = ±
3
x2 x n −1 ( n −1) 1
f ( x ) = f (0) + xf ′(0) + f ′′(0) +  + f ( 0) ⇒ c=
2! ( n − 1) 3

xn n Example 7
+ f (0) +  is known as
n! If f (x) = 2x2 + 3x + 4, then find the value of q in the mean
value theorem.
Maclaurin’s infinite series.
Series expansions of some standard functions Solution
f (a) = 2a2 + 3a + 4
1. x 2 x3 xn
ex = 1+ x + + + + + f (a + h) = 2(a2 + 2ah + h2) + 3a + 3h + 4
2 ! 3! n!
f (a + h) − f (a) = 4ah + 2h2 + 3h = 2(2ah + h2) + 3h
x3 x5 ( −1) n x 2 n +1
sin x = x −
2. + − + + f ( a + h) − f ( a )
3! 5 ! ( 2n + 1)! = 2( 2a + h) + 3
h
x2 x4 ( −1) n x 2 n
3. cos x = 1 − + − + +  h
2! 4 ! ( 2n)! = 4  a +  + 3 (1)
 2
x3 x5 x 2 n +1
sinh x = x +
4. + + + + Now f ′ (x) = 4x + 3, f 1 (a + qh)
3! 5! ( 2n + 1)! = 4a + 4hq + 3 (2)
Comparing Eqs. (1) and (2) we have 4  a +  + 3
x 2
x 4
x 2n h
5. cosh x = 1 + + + + +
2! 4 ! ( 2n)!  2

x 2 x3 x 4 ( −1) n −1 x n h
6. log(1 + x ) = x − + − −  + = 4 a + 4 hθ + 3 ⇒ a + hθ = a +
2 3 4 n 2
(1 + x)-1 = 1 - x + x2 - x3 + …
7. ⇒ θ=
1
(1 - x)-1 = 1 + x + x2 + x3 + …
8. 2
(1 + x)-2 = 1 - 2x + 3x2 - 4x3 + …
9.
Partial Differentiation
−
1
x 1⋅ 3 2 1⋅ 3 ⋅ 5 3 Let u be a function of two variables x and y. Let us assume
10. (1 − x ) 2
= 1+ + x + ⋅ x +
2 2⋅3 2⋅ 4 ⋅6 the functional relation as u = f (x, y). Here x alone or y alone

Chapter 01.indd 10 5/31/2017 12:36:28 PM

 Chapter 1  ■ Calculus |  2.11

or both x and y simultaneously may be varied and in each Similarly, f (x, y) is said to have a local minimum at a
case a change in the value of u will result. Generally the point (a, b), if f (x, y) has least value at (a, b) in a neighbour-
change in the value of u will be different in each of these hood of (a, b).
three cases. Since x and y are independent, x may be sup-
posed to vary when y remains constant or the reverse. Procedure to Obtain Maxima and Minima
The derivative of u wrt x when x varies and y remains Let f (x, y) be a function of two variables for which we need
constant is called the partial derivative of u wrt x and is to find maxima and minima.
∂u
denoted by ∂f ∂f
∂x Find f x =
1. and f y =
∂x ∂y
Take fx = 0 and fy = 0 and solve them as simultaneous
2.
∂ 2 u ∂  ∂u  ∂ 2 u ∂  ∂u 
=  , =  . equations to get pairs of values for x and y, which are
∂x 2
∂x  ∂x  ∂x∂y ∂x  ∂y  called stationary points.
∂2 f ∂2 f
Total Differential Co-efficient Find r = f xx =
3. , s = f xy = and
∂x 2 ∂x∂y
If u be a continuous function of x and y and if x and y receive
small increments Δx and Δy, u will receive, in turn, a small ∂2 f
t = f yy =
and find rt – s2.
increment Δu. This Δu is called total increment of u. ∂y 2
Δu = f (x + Δx, y + Δy) - f (x, y)
4.
At a stationary point, say (a, b)
In the differential form, this can be written as
(a) If rt – s2 > 0, then (a, b) is called an extreme point
∂u ∂u of f (x, y) at which f (x, y) has either maximum or
du = dx + dy.
∂x ∂y minimum which can be found as follows.
Case 1: If r < 0, then f (x, y) has a local maximum at
du is called the total differential of u. If u = f (x, y, z) then a, b)
Case 2: If r > 0, then f (x, y) has a local minimum
du ∂u dx ∂u dy ∂u dz
= ⋅ + ⋅ +⋅ ⋅ at (a, b).
dt ∂x dt ∂y dt ∂z dt
(b) If rt – s2 < 0, then (a, b) is called as saddle point
of f (x, y) where f (x, y) has neither maximum nor
Implicit Function minimum at (a, b).
If the relation between x and y be given in the form f (x, y) =
c where c is a constant, then the total differential co-efficient Example 8
wrt x is zero.
Find the stationary points of the function f (x, y) = x2y + 3xy
– 7 and classify them into extreme and saddle points.
Homogeneous Functions
Let us consider the function f (x, y) = a0xn + a1xn-1y + Solution
a2xn-2y2 + … + anyn. In this expression the sum of the indi-
Given f (x, y) = x2y + 3xy – 7
ces of the variable x and y in each term is n. Such an expres-
sion is called a homogeneous function of degree n. ∂f ∂f
∴ fx = = 2 xy + 3 y and f y = = x 2 + 3x
∂x ∂y
Euler′s Theorem
Now fx = 0 ⇒ 2xy + 3y = 0 and fy = 0
If f (x, y) is a homogeneous function of degree n, then
⇒ x2 + 3x = 0
∂f ∂f
x +y = nf . −3
∂x ∂y ⇒ y = 0 and x = ; x( x + 3) x = 0 and x = −3
This is known as Euler’s theorem on homogeneous 2
function. 3
But for x = , fy ≠ 0
2
Maxima and Minima for Function \ The stationary points of f (x, y) are (0, 0) and (-3, 0)
of Two Variables Now r = fxx = 2y; s = fxy = 2x + 3 and t = fyy = 0
A function f (x, y) is said to have a local maximum at a point And rt – s2 = 2y × 0 – (2x + 3)2 = -(2x + 3)2
(a, b), if f (a + h, b + k) ≤ f (a, b) for all small values of h and \ rt – s2 < 0 at (0, 0) as well as (-3, 0)
k, i.e., f (x, y) has a local maximum at (a, b), if f (a, b) has a Hence the two stationary points (0, 0) and (-3, 0) are saddle
highest value in a neighbourhood of (a, b). points where f (x, y) has neither maximum nor minimum.

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 2.12 | Part II ■  Engineering Mathematics

Example 9 ax
5. ∫ a dx = +c
x

Find the maximum value of the function f (x, y, z) = z – 2x2 log a

– 3y2 where 3xy – z + 7 = 0.
∫ x dx = e x + c
6. e
Solution
Given f (x, y, z) = z – 2x2 – 3y2  (1) ∫ x dx = − cos x + c
7. sin

Where 3xy – z + 7 = 0  (2) ∫ x dx = sin x + c

8. cos
⇒ z = 3xy + 7  (3)
Substituting the value of z in (1), we have f = 3xy + 7 – 2x2 ∫ 2 x dx = tan x + c
9. sec

– 3y2 10. ∫ cosec 2 x dx = − cot x + c

∂f ∂f 11. ∫ sec x tan x dx = sec x + c
∴ fx = = 3 y − 4 x and f y = = 3x − 6 y
∂x ∂y
12. ∫ cosec x cot x dx = cosecx + c
fx= 0 ⇒ 3y – 4x = 0 and fy = 0 ⇒ 3x – 6y = 0
fx = 0 and fy = 0 only when x = 0 and y = 0 13. ∫ tan x dx = log(sec x ) + c
\ The stationary point is (0, 0) 14. ∫ cotx dx = log(sinx ) + c
∂2 f ∂2 f
Now r = fxx = = − 4; s = f xy = = 3 and 15. ∫ sec x dx = log(sec x + tan x ) + c
∂x 2
∂x∂y
∂2 f π x 
t = f yy = = −6 = log tan  +  + c
∂y 2
 4 2
\ rt – s2 = (-4) (-6) – 32 = 24 – 9 = 15 > 0 and r = -4 < 0 16. ∫ cosecx dx = log( cosecx + cot x ) + c
\ f has a maximum value at (0, 0)
x
For x = 0, y = 0, from (3), z = 3 × 0 × 0 + 7 ⇒ z = 7 = log tan +c
2
\ The maximum value exists for f (x, y, z) at (0, 0, 7) and
that maximum value is f (x, y, z) at (0, 0, 7) = 7 – 2 × 02 – 3 × 1
02 = 7.
17.
∫ 1− x2
dx = sin −1 x + c or − cos −1 x + c

1
Indefinite Integrals 18.
∫ 1+ x 2
dx = tan −1 x + c or − cot −1 x + c
If f (x) and g(x) are two functions of x such that g′(x) = f (x),
then the integral of f (x) is g(x). Further, g(x) is called the 1
19. ∫ dx = sec −1 x + c or − cos ec −1 x + c
antiderivative of f (x). x x −1 2

The process of computing an integral of a function is

called Integration and the function to be integrated is called 20. ∫ sinh x dx = cosh x + c
integrand.
An integral of a function is not unique. If g(x) is any one 21. ∫ cosh x dx = sinh x + c
integral of f (x), then g(x) + c is also its integral, where C is 22. ∫ sech 2 x dx = tanh x + c
any constant termed as constant of integration.
23. ∫ cosech 2 x dx = − coth x + c
Some Standard Formulae
24. ∫ sech x tanh x dx = − sech x + c
x n +1
1. ∫ x dx = n + 1 + c (n ≠ −1)
n
25. ∫ sech x coth x dx = − cosechx + c

( ax + b) n +1 26. ∫ Kf ( x )dx = K ∫ f ( x )dx + c

∫ ax + b) dx = + c ( n ≠ −1)
n
2. (
( n + 1)a 27. ∫ ( f ( x ) ± g ( x )) dx = ∫ f ( x ) dx ± ∫ g ( x ) dx + c
1 f ′( x )
3. ∫ x dx = log x + c 28. ∫ dx = log[ f ( x )] + c
f ( x)
1 log ( ax + b) n +1
4. ∫ dx = +c 29. f ( x ) n ⋅ f ′( x )dx = [ f ( x )]
ax + b a ∫ n +1
+c

Chapter 01.indd 12 5/31/2017 12:36:33 PM

 Chapter 1  ■ Calculus |  2.13

dx x 3.
If f (x) is continuous function of x over [a, b], then
30. ∫ = sin −1 +c
a −x
2 2 a a b
∫b
f ( x )dx = − ∫ f ( x )dx.
a
dx x
31. ∫ = sin h−1 + c or 4.
If f (x) is continuous in some neighbourhood of a,
a +x
2 2 a a
then ∫ f ( x )dx = 0.
a
log | x + a 2 + x 2 | + c
dx x 5.
If f (x) and g(x) are continuous in [a, b], then
32. ∫ = cos h−1 + c or b b b
x −a
2 2 a ∫a
[ f ( x ) + g ( x )]dx = ∫ f ( x )dx + ∫ g ( x )dx.
a a

log | x + x 2 + a 2 | + c b b b
6. f ( x )dx = f ( z )dz = f (t )dt
1 1 x
∫ a ∫ ∫ a a
33. ∫ 2 dx = tan −1   + c a a
x + a2 a a ∫ ∫
7. f ( x )dx = f ( a − x )dx
0 0
1 1 x−a
34. ∫ 2 dx = log +c a
8. f ( x ) = 0, if f ( x ) is odd
x −a 2
2a x+a ∫ −a

1 1 a+ x a a
35. ∫
a −x
2 2
dx =
2a
log
a−x
+c 9. ∫− a f ( x)dx = 2∫0 f ( x)dx if f ( x) is even
2a a
x a2 + x 2 a2 x 10. ∫0 f ( x )dx = 2 ∫0 f ( x )dx, if f ( 2a − x ) = f ( x )
36.
∫ a − x dx = + sin −1 + c
2 2

2 2 a
= 0 if f (2a - x) = - f (x)

x a2 − x 2 a2 x
37.
∫ a + x dx = + sin h−1 + c
2 2 na a
2 2 a 11. ∫0 f ( x )dx = n ∫0 f ( x )dx, if f ( a + x ) = f ( x )

38. x x 2 − a2 a2 x
∫ x 2 − a 2 dx =
2
− cos h−1 + c
2 a Applications of Integration
x Area as a Definite Integral
39. ∫ log x dx = x(log x − 1) = x log   + c 1. The area enclosed by a curve y = f (x), the lines x = a
e and x = b and the x-axis is given by:
40. ∫ e [ f ( x ) + f ′( x )] dx = e f ( x ) + c
x x

 b f ( x )dx, if f ( x ) ≥ 0, a ≤ x ≤ b
b  ∫a
Definite Integrals A = ∫ | f ( x ) | dx =  b
a
− ∫ f ( x )dx, if f ( x ) ≤ 0, a ≤ x ≤ b
The difference in the values of an integral of a function f (x)  a
for two assigned values say a, b of the independent variable
x, is called the Definite Integral of f (x) over the interval [a, y
b y = f (x )
b] and is denoted by ∫a f ( x )dx.
The number ‘a’ is called the lower limit and the number
‘b’ is the upper limit of integration.
A
Fundamental Theorem of Integral
o x=a x=b
Calculus x

If f (x) is a function of x continuous in [a, b], then y

b
x=a x=b
∫ f ( x)dx = g (b) − g (a) where g ( x) is a function such that
a o x
A
d
g ( x ) = f ( x ).
dx
y = f (x )
Properties of definite integrals
1. If f (x) is a continuous function of x over [a, b], and c be­­ 2. Similarly, the area enclosed by the curve x = g(y), the
d
b c b lines y = c and y = d and the y-axis is A = ∫ | g ( y )| dy
longs to [a, b], then ∫ a
f ( x )dx = ∫ f ( x )dx + ∫ f ( x )dx.
a c
3. When f (x) ≥ 0 for a ≤ x ≤ c and f (x) ≤ 0 for c ≤ x ≤ b, then
c

2. If f(x) is continuous function of x over [a, b], then the area enclosed by the curve y = f (x), the lines x = a
b b
∫ Kf ( x )dx = K ∫ f ( x )dx. c b
a a
and x = b and the x-axis is A = ∫ f ( x ) dx − ∫ f ( x ) dx
a c

Chapter 01.indd 13 5/31/2017 12:36:37 PM

 2.14 | Part II ■  Engineering Mathematics

y x = f (x ) 3
= 2
23
A
(c, 0) x=b 3
=
o x=a x
3
4

Example 11
Find the area enclosed by the curve y = x2 and line y = 4?
4. The area enclosed by the curves y = f (x) and y = g(x)
and the lines x = a and x = b is given by,
Solution
y f (x )
The area enclosed by the curve y = x2 and the line y = 4 is
A
the region OAB.
\ The region OAB is bounded by line y = 4 and the curve y
g(x ) = x2 from x = -2 to x = 2 and 4 ≥ x2 for all x ∈ [-2, 2]
o x=a x=b x
y
y g(x ) B (2, 4)
( −2, 4 ) A y=4
A A
y = x2
f (x ) o x
o x=a x=b x

2
 b ( f ( x ) − g ( x ))dx, if f ( x ) ≥ g ( x ), \ The required area = ∫ ( 4 − x 2 ) dx
 ∫a
x =−2

 a ≤ x ≤ b 2
= 2 ∫ ( 4 − x 2 )dx (∵ 4 − x 2 as even )
b
A = ∫ | f ( x ) − g ( x )| dx =  b
a
 ∫ ( g ( x ) − f ( x ))dx, if f ( x ) ≤ g ( x ); 0
 a 2
 a ≤ x ≤ b  x3  32
= 2 4 x −  =
 3 0 3
Example 10
Find the area enclosed by the curve y = x3, the line y = 2 and Rectification
the y-axis in first quadrant? The process of determining the length of arcs of plane
curves is called Rectification. The length of the arc can be
Solution
calculated by any one of the methods given below.
The area bounded by y = x3, y = 2 and the y-axis is the area
OAB as shown in the figure. Cartesian Equations  Let y = f(x) be a function of x. The
1 length of arc between the points with x-coordinates ‘a’ and
So, the region OAB is bounded by the curve x = y , the 3
2
b  dy  dy
‘b’ is given by S =
∫ 1 +   dx, provided is con-
1

lines y = 0 and y = 2 and the y-axis and x = y ≥ 0, y ∈ [0, 2] 3 a

 dx  dx
y tinuous on [a, b].

y=2 B NOTE
A
If the equation of the curve is given in the form x =
o
f (y), then the length of the arc between the points with
x y-­coordinates ‘c’ and ‘d’ is given by
y =x3
2
\ The required area d  dx  dx
S=∫ 1 +   dy provided is continuous on [c, d]
2 c
 dy  dy
 2 1 3 4
=  ∫ y 3 dy = y 3 

y =0 4 0
Parametric Equations  Let x = f (t) and y = g(t) be paramet-
3 4 ric functions of ‘t’.The length of the arc between the points
= × 23
4 {f (t1), g (t1)} and {f (t2), g (t2)} is given by

Chapter 01.indd 14 5/31/2017 12:36:39 PM

 Chapter 1  ■ Calculus |  2.15

 dx  2  dy  2  dx dy  π
t2
g ( x ) ≥ 0 in 0, 
∫t1  dt  +  dt   dt provided dt and dt are both  2
 
\ By first mean value theorem,
continuous on [t1, t2].
π
π
Polar Equations  Let r = f (θ) be a function of θ, the length ∫0
2
x cos dx = µ ∫ cos x dx = µ
0
of the arc between the points {f(θ1), θ1} and {f(θ2),θ2} is
 π π
2
\There exists is µ ∈  0,  such that
given by S = ∫
θ2  dr 
r2 +   dθ provided
dr
is continu-  2 ∫
0
2
cos x dx = µ
θ1
 dθ  dθ
ous along the arc. Example 13
If the equation of the curve is given in the form θ = f(r), Verify second mean value theorem for f(x) = x2 and g(x) =
then the length of the arc between the points (r1, f (r1)), (r2, x2 on [-1, 1].
f (r2)) is given by
Solution
r2  dθ 
2
dθ Given f(x) = x2 and g(x) = x2 on [-1, 1] both f and g are
S=∫ 1+ r2   dr provided is continuous along
r1
 dr  dr continuous and integrable on [-1, 1] but g is a decreasing
the arc. function on [-1, 0] and increasing function on [0, 1] \  g is
not monotonic.
Theorems on Integration 1 1
\ ∫−1 f ( x ) g ( x )dx = ∫−1 x ⋅ x dx
2 2
1. If f is a continuous function on [a, b] then there exists
b
c ∈ (a, b) such that ∫a f ( x ) dx = f (c)(b − a)
1
 x5  1 1 2
2. If f, g ∈ R [a, b] and g keeps the same sign on [a, b] =   = + = (1)
 5  −1 5 5 5
then there exists m ∈ R lying between the infimum and
b b But by second mean value theorem,
the suprimum of f such that ∫ f ( x ) g ( x ) = µ ∫ g ( x )dx b µ b
∫ f ( x ) g ( x ) dx = g ( a) ∫ f ( x )dx + g (b) ∫ f ( x ) dx
a a

NOTE a a µ

1 µ 1
This is called the first mean value theorem. \ ∫−1 x dx = g ( −1) ∫−1 x dx + g (1) ∫µ x dx
4 2 2

3. If f, g ∈ R [a, b], g is positive and decreasing on [a, b] µ 1 2

Then there exists m ∈ [a, b] such that = ∫ x 2 dx + ∫ x 2 dx = ∫ x 2 dx = (2)
b µ
−1 µ 3
∫a f ( x) g ( x) dx = g (a)∫a f ( x)dx
Since (1) and (2) are not equal the mean value theorem does
NOTE not hold.
This is known as Bonnet mean value theorem.
Improper Integrals
4. If f, g ∈ R [a, b] and is monotonic on [a, b] then b
b Consider definite integral ∫a f ( x )dx (1)
there exists m ∈ (a, b) such that
µ b
∫a
f ( x ) g ( x ) dx =
If f(x) is a function defined in a finite interval [a, b] and
g ( x ) ∫ f ( x ) dx + g ( x ) ∫ f ( x ) dx f(x) is continuous for all x which belongs to [a, b]
a µ
Then (1) is called proper integral.
NOTE If f(x) is violated, at least one of these conditions then
This is known as second mean value theorem or the integral is known as improper integral. These improper
weierstrars theorem. integrals are classified into three kinds.

Example 12 Improper Integral of the First Kind  In a definite integral

if one or both limits of integration are infinite then it is an
 π
Prove that these exists µ ∈  0,  such that improper integral of first kind.
 2
∞ b
π
1. ∫ f ( x )dx = lim ∫ f ( x )dx.
∫0
2
x cos x dx = µ a b →∞ a

(Singularity at upper limit)
Solution
b b
Take f(x) = x and g(x) = cos x 2. ∫−∞
f ( x )dx = lim
a →− ∞ a ∫ f ( x )dx.
 π  and g is integrable on  π ∞ lim
\  f is continuous on b

also
0, 2 
  0, 2 
 
3. ∫−∞
f ( x )dx = b → ∞ ∫ f ( x )dx. Or
a →− ∞ a

Chapter 01.indd 15 5/31/2017 12:36:42 PM

 2.16 | Part II ■  Engineering Mathematics

∞ 0 b Example 14
4. ∫− ∞ f ( x )dx = lim ∫ f ( x )dx + lim ∫ f ( x )dx.
a →− ∞ a b →∞ 0
∞ dx
Or = lim ∫ f ( x )dx.

r Examine ∫
1 xp
for convergence/divergence.
r →∞ − r

Convergent: If the limits of the above integral exists or Solution

finite then the integral is said to be converge. k
k dx k  x − p +1 
Divergent: If the limits do not exist then they are said to be Consider ∫
1 x p
= ∫ x − p dx = 
1
 if p ≠ 1
 − p + 1 1
Divergent.

NOTES And ⇒ [log x ]1k if p = 1

 1. Geometrically for f(x) ≥ 0, the improper integral dx k
∞ Case 1: If p = 1, ∫
= log k − log 1 = log k → ∞ when k
∫a
f ( x )dx denotes the area of an unbounded region x 1

→ ∞ it does not tend to a finite limit.

lying between the curve y = f (x) the ordinate x = a
and x-axis. \It is divergent.
 2. 
Let f(x) and g(x) be non-negative functions and k dx 1
∞ Case 2: If p ≠ 1∫1 = [k 1− p ] it converges
0 ≤  f ( x ) ≤ g ( x ) for x ≥ a. If ∫ 1− p
p
g ( x )dx  converges x
a

∞ ∞ If p >1 and diverges if p ≤ 1.

then ∫ f ( x )dx is also converges and
a
∫a f ( x )dx ≤
∞ Multiple integrals
∫a g ( x )dx.
Double Integrals:  Integration of f(x, y) over a region R in
∞
Similarly let 0 ≤ g ( x ) ≤ f ( x ). If ∫a g ( x )dx diverges xy-plane is called a double integral.
∞
∫
x2 y2
then
a
f ( x )dx also diverges.
∫∫ R
f ( x, y )dR = ∫
x = x1 ∫ y = y1
f ( x, y )dxdy
 hat is the convergent or divergent of an improper
T
integral by comparing it with a simple integral. Order of Integration in a Double Integral  Order of inte-
gration depends on the nature of limits of the variables.
Improper Integral of the Second Kind Case 1: If the limits of y are function of x, say y1 = f1(x) and
b
Consider ∫a f ( x )dx (1) y2 = f2(x) and the limits of x are constants, say x1 = a and x2
If both the limits of Eq. (1) are finite and f (x) is unde- = b, where a and b are constants, then integrate wrt y first
fined or discontinuous at a point in between a and b, then treating x as constant and then integrate wrt x.
Eq. (1) is known as Improper integral of second kind.
 y2 = f 2 ( x ) 
This can be evaluated as follows. x2 = b  
Let f (x) be undefined at a point c which belongs to (a, b) then That is,
∫∫ R
f ( x, y )dR = ∫
x1 = a
 ∫ f ( x, y )dy  dx
b c −∈ b  y = f ( x) 
∫ a
f ( x )dx = lim ∫
∈→ 0 a
f ( x )dx + lim ∫
∈→ 0 c +∈
f ( x )dx.  1 1 

If these limits exist then it is convergent otherwise it is Case 2: If the limits of x are function of y, say x1 = g1(y) and
divergent. x2 = g2(y) and the limits of y are constants, say y1 = c and y2
Improper Integral of Third Kind  If the limits of the inte- = d, then integrate wrt x first treating y as constant and then
gral are infinite or f (x) may be discontinuous or both then integrate wrt y.
the improper integral is known as third kind.
 x2 = g 2 ( y ) 
NOTES y2 = d  
That is, ∫ ∫ f ( x, y )dR = ∫  ∫ f ( x, y )dx  dy
R y1 = c
∞1
 1. ∫ p dx is convergent when p > 1 and it is divergent  x = g ( y) 
1 x
 1 1 
when p ≤ 1. This result is used in comparison test for Case 3: If both the variables x and y have constant limits,
testing the convergence or divergence of the integral then one can follow any order of integration.
of first kind.
c 1 Change of Order of Integration  Evaluation of some of the
 2. ∫ dx is convergent for p < 1 and is divergent double integrals can be made simple by changing the order
a ( x − c) p
of integration. In change of order of integration, we take the
for p ≤ 1. This is used for convergence or divergence limits of the variables for the given region of integration in
of an improper integral of second kind. such a way that the order of integration reverses.

Chapter 01.indd 16 5/31/2017 12:36:45 PM

 Chapter 1  ■ Calculus |  2.17

Example 15 Like double integrals, in triple integrals also the order

x2
of integration depends on the nature of the limits of the
1 x x −
variables.
Evaluate ∫ ∫ e y
dy dx
x =0 y = x2 y
Applications of Double and Triple Integrals
Solution
1. Area of the region R in xy-plane is given by
x2
x −y
Area of R = ∫R ∫ dxdy
1 x
Let I = ∫ ∫ e dy dx (1)
x =0 y = x2 y
y
Y
R
y = x2 A(1, 1)
P A
Q
o x
o X

y=x 2. Volume of the solid of revolution:

(a) The volume of the solid of revolution obtained by
Evaluation of this integral can be made simple by changing revolving the area A about x-axis is
the order of integration.
From the limits of x and y given, the region of integration Volume = V = ∫ ∫ 2π y dx dy
A
is the region bounded by the line y = x and the parabola y =
x2 as shown in figure. y
Now by changing the order of integration, we first A
integrate wrt x, along the horizontal strip PQ from
=P ( x y=) to Q( x y ) and then
We integrate wrt y from 0(y = 0) to A(y = 1) o x

 y x −x 
2
1
∴ I = ∫ ∫ e y dx  dy  (2) (b) The volume of the solid of revolution obtained by
y =0  x = y y 
  revolving the area A about y-axis is
x2 2x Volume = V = ∫∫ 2π x dx dy
Put =t ⇒ dx = dt
y y A

x 1 (c) Volume under the surface as a double integral: The

⇒ dx = dt volume V of the solid under the surface z = f(x, y)
y 2
and above the xy-plane with the projection of z =
y2 ( y )2 f(x, y) on xy plane as its base is
x=y ⇒ t= = y and x = y ⇒ t =1
y y Volume = ∫ ∫ f ( x, y )dx dy
D

\ Eq. (2) Becomes Z

Z = f (x, y )
 11 1 
I = ∫  ∫ e −1 dt  dy
y =0
 t=y 2  V
O Y
1
= ∫ ( −e )  dy = ∫ [−e −1 + e − y ]dy
1 1
−t
 t = y D
y =0 y =0
X C
−1 −y 1
= − ye − e ] 0  (d) Volumes as a triple integral: The volume of the
3-dimensional region V is given by ∫v∫∫ dx dy dz
 = (-e-1 – e-1) – (0 – e-0)
e−2 Example 16
= 1 − 2e −1 =
e Find the volume under the surface x + 2y + z = 4 and above
the circle x2 + y2 = 4 in the xy-plane.
Triple Integrals  Integration of a function f(x, y, z) over a
3-dimensional region V is called the triple integral. Solution
x2 y2 z2 Given surface is x + 2y + z = 4
∫ ∫ ∫ f ( x, yx, z )dv = ∫ ∫ ∫
V x = x1 y = y1 z = z1
f ( x, y, z )dxdydz
⇒ z = 4 – x – 2y  (1)

Chapter 01.indd 17 5/31/2017 12:36:48 PM

 2.18 | Part II ■  Engineering Mathematics

Let D be the region bounded by the circle x2 + y2 = 4 in

xy-plane =∫
5

x =2 ∫
6

y =4
2π ydxdy = ( ∫ dx )( ∫
5

x =2
6

y =4
2π y dy )
\ In D, y varies from y = − 4 − x 2 to y = 4 − x 2 and x ( )( )
= x ]5x = 2 π y 2 ]6y = 4 = 3 × 20π = 60π
varies from x = -2 to x = +2.
\ The volume under the surface x + 2y + z = 4 and above
the circle x2 + y2 = 4 in xy-plane is Change of Variables Evaluation of some of the double
(or) triple integrals can be made simple by changing the
2 4 − x2
V =∫ ∫ zdxdy = ∫ ∫ ( 4 − x − 2 y )dxdy  (2) ­variables.
D x =−2 y =−2 4 − x 2
1. In a double integral: Let a double integral ∫Rxy∫∫
Evaluation of this double integral can be made simple by f ( x, y )dxdy in x and y is to be converted into the
changing it into polar coordinates.
In polar coordinates, x = r cos θ, y = r sin θ and variables u and J where x = f(u, J) and y = Ψ (u, J).
Then
∂x ∂x
∂( x, y ) ∂r ∂θ cos θ − r sin θ
∫ ∫ f ( x, y)dxdy = ∫ ∫
Rxy R1uϑ
f (φ (u, ϑ ), ψ (u, ϑ )) | J | dudϑ
J= = =
∂( r , θ ) ∂y ∂y sin θ r cos θ ∂x ∂x
∂r ∂θ ∂( x, y ) ∂u ∂ϑ
Where J= =
\ J = r. Also, in the circle x2 + y2 = 4, r varies from r = 0 to ∂(u, ϑ ) ∂y ∂y
r = 2 and θ varies from θ = 0 to θ = 2p ∂u ∂ϑ
\ From (2), Is the Jacobian of x and y wrt u and J and Ru′ϑ is the
region of integration in u, J-plane corresponding to
V = ∫ ∫ ( 4 − x − 2 y )dx dy Rxy in xy-plane.
D
2π
=∫
2
2. In a triple integral: Let a triple integral ∫Rxyz∫∫
∫
θ =0 r =0
( 4 − r cos θ − 2r sin θ ) | J | drdθ
2π 2
f ( x, y, z ) dxdydz in x, y and z is to be converted into
=∫ ∫ ( 4 − r cos θ − 2r sin θ )rdr dθ the variables u, J and w, where x = f(u, J, ω), y = Ψ
  θ =0 r =0
(u, J, ω) and z = h (u, J, ω)
 
=∫
2π

θ =0 (∫ r =0
2
( 4 r − r 2 cos θ − 2r 2 sin θ )dr dθ ) Then ∫ ∫ ∫ f ( x, y, z )dxdydz = ∫ ∫ ∫ f (φ (u, ϑ , ω ),
Rxyz R1
uϑω
2
2π r 2r  3 3
ψ (u, ϑ , ω ), h(u, ϑ , ω )) | J | dudϑ dω
= ∫  2r 2 − cos θ − sin θ  dθ
  θ = 0
 3 3  r =0 ∂x ∂x ∂x
2π  8 16  ∂u ∂ϑ ∂ω
=∫ 8 − 3 cos θ − 3 sin θ  dθ ∂( x, y, z ) ∂y ∂y ∂y
 
θ =0
  where J =
= is the
∂(u, ϑ , ω ) ∂u ∂ϑ ∂ω
2π
8 16  ∂z ∂z ∂z
= 8θ − sin θ + cos θ  = 16π
  3 3 θ =0 ∂u ∂ϑ ∂ω

Example 17 jacobian of x, y and z wrt u, J and ω and Ru′ϑω is the region

of integration in u, J, ω, coordinate system corresponding
Find the volume generated by the revolution of the rectangle to the region Rxyz in xyz co-ordinate system.
formed by the lines x = 2, x = 5, y = 4 and y = 6 about x-axis.

Solution Vector Calculus

The volume of the solid generated by revolving the rectan- If r is the position vector of a point P, having co-ordinates
gle ABCD about x-axis = V = ∫ ∫ 2π ydxdy ( x, y, z ), then r = xi + yj + zk , where i , j , k are unit
R
vectors along OX, OY, OZ respectively, and
Y
| r |=| xi + yj + zk |= x 2 + y 2 + z 2 .
D y=6 C

x=2 R x=5 Given any vector v = ai + bj + ck its direction ratios are a,

y=4 b, c and its direction cosines are given by:
A B
a b c
O X l= , m= , n= and l 2 + m 2 + n2 = 1
|v | |v | |v |

Chapter 01.indd 18 5/31/2017 12:36:51 PM

 Chapter 1  ■ Calculus |  2.19

Linear Combinations   8. The square of a vector is the square of its modulus,

i.e., ( a ) = | a |
2 2
A vector r is said to be a linear combination of the vec-
tors a , b , c … etc. if there exist scalars x, y, z, … such that i=
2
k=2
j2 =1
r = xa + yb + zc +   9.  m is a scalar, then
m( a ⋅ b ) = ( ma ) ⋅ b = a ⋅ ( mb )
Test of Collinearity
10. If a = a1 i + a2 j + a3 k and b = b1 i + b2 j + b3 k , then
Three points A, B, C with position vectors a , b , c respec-
tively are collinear if f there exist scalars x, y, z not all zero a ⋅ b = a1b1 + a2 b2 + a3 b3 and angle between the vec-
such that xa + yb + zc = 0, where x + y + z = 0 tors is
a ⋅b a1 ⋅ b1 + a2 ⋅ b2 + a3 ⋅ b3
Test of Coplanarity cos θ = =
| a || b | a + a 2 + a3 ⋅ b 2 + b 2 + b 2
2
1 2 3 1 2 3
Four points A, B, C and D with position vectors a , b , c , d
are coplanar if there exist scalars x, y, z and u (not all zero) 11.  Work done = F ⋅ S
such that xa + yb + zc + ud = 0, where x + y + z + u = 0
Vector or Cross Product
Linear Dependence and Independence
a × b = | a || b | sin θ ⋅ n where q (0 ≤ q ≤ 180) is the angle
A system of vectors a , b , c … is said to be linearly inde-
between a and b , and n is a unit vector such that it is per-
pendent (L.I.) if xa + yb + zc +  = 0
pendicular to both a and b .
⇒x=y=z…=0
a , b and n (in the same order) are in the right handed
If a , b , c … is a system of vectors which is not LI, then orientation (i.e., the rotation of a right handed screw from
they are linearly dependent (L.D) and for such system of
a to b advances it in the direction of n ).
vectors there exist scalars x, y, z … (not all zeros) such that
xa + yb + zc +  = 0 NOTES

NOTE   1.  a × b ≠ b × a but a × b = −b × a

Every non-zero vector is LI.   2. If a and b are parallel, then a × b = 0
Every pair of non-zero non-collinear vectors is LI.
  3.  i × j = k , j × k = i , k × i = j and
Every pair of collinear vectors is LD.
Three non-coplanar vectors are LI. j × i = −k , k × j = − i , i × k = − j
Three coplanar vectors are LD.
i × i = j × j = k × k = 0 ? [In particular a × a = 0]

Multiplication of Vectors | a ×b |
  4.  The angle between two vectors: sin θ =
Scalar or Dot Product  If a and b are two non-zero vectors | a || b |
and q is the angle between them (0 ≤ q ≤ p), then their dot or   5. A unit vector perpendicular to the plane of a and b
scalar product is given by a ⋅ b =| a || b | cos θ ⋅ a ⋅ b is a scalar. a ×b
is given by n where n =
| a ×b |
NOTES   6. Area of parallelogram whose adjacent sides are
  1. If one or both of a , b , are 0 , then a ⋅ b = 0 a and b is given by | a × b |
  7. When the diagonals are given, the vector area of par-
  2.  a ⋅ b = | a | ⋅ (scalar component of b along a )
1
allelogram ABCD is ( AB × AC )
= |b | (scalar component of a along b ), 2
  3.  a ⋅ b = b ⋅ a 1
  8.  The vector area of the triangle ABC = ( AB × AC )
  4. If a , b , c are any three vectors, then a ⋅ (b + c ) 2
= a ⋅b + a ⋅c   9. If a = a1 i + a2 j + a3 k and b = b1 i + b2 j + b3 k ,
  5. Two non-zero vectors  a and b   are perpendicular if
i j k
a ⋅b = 0
 Then a × b = a1 a2 a3
  6.  i ⋅ j = j ⋅ i = j ⋅ k = k ⋅ j = j ⋅ k = k ⋅ i = 0
b1 b2 b3
  7. a ⋅ b is positive, negative or zero according as 0 ≤ q
< 90°, 90° < q ≤ 180° or q = 90° 10. Vector product is distributive with respect to vector
addition a × (b + c ) = a × b + a × c

Chapter 01.indd 19 5/31/2017 12:36:58 PM

 2.20 | Part II ■  Engineering Mathematics

Triple Products Differentiation Formula

Scalar Triple Product  The Scalar triple product of three 1. The derivative of a constant vector with respect to any
vectors a , b , c is ( a × b ) ⋅ c denoted by [abc ] scalar variable is 0.
The Scalar triple product of orthonormal right handed d dF dG
2. [ F (t ) ± G (t )] = ± .
vector triad i , j , k is equal to unity dt dt dt
That is, [=
i j k ] [=
j k i ] [k=
i j ] 1. d dF ds
3. [ s(t ) F (t )] = s(t ) ⋅ + ⋅F
1.
The volume of a parallelepiped having a , b , c as dt dt dt
co-terminus edges = [abc ]. dF dF du
4.
Chain rule: = × , where F = F (u ) and u is
If three vectors are coplanar then [abc ] = 0
2. dt du dt
a function of t.
3.
If two of the three vectors are equal, then their scalar
triple product is zero, i.e., [a b c ] = 0 5.
Dot and cross products:

If a = a1 i + a2 j + a3 k , b = b1 i + b2 j + b3 k ,
4. d dG dF
(F ⋅ G) = F ⋅ + ⋅ G,
dt
dt dt
a1 a2 a3
c = c1 i + c2 j + c3 k , then  abc  = b1 b2 b3 d dG dF
( F × G) = F × + × G.
c1 c2 c3 dt
dt dt

5.
The volume of a tetrahedron with co-terminus edges 6.
Partial derivatives: If F is vector function dependent
1 on x, y and z, say F = F ( x, y, z ), then partial
a , b , c is [abc ] cubic units. derivative of F with respect to x is defined as
6
∂F F ( x + ∆x, y, z ) − F ( x, y, z )
[abc ] = ( a × b ) ⋅ c = a ⋅ (b × c )
6. = lim .
∂x ∆x → 0 ∆x
Vector Triple Product  If a , b , c are three vectors, then the ∂F ∂F
Likewise, one can also define and .
triple product a × (b × c ) is called the vector triple product. ∂y ∂z
If a , b , c are any three vectors, then a × (b × c )   It is also possible to define higher order partial
derivatives as:
= ( a ⋅ c )b − ( a ⋅ b )c
∂2 F ∂  ∂F  ∂ 2 F ∂  ∂F 
=  , =  .
Vector Variable ∂x 2
∂x  ∂x  ∂y 2
∂y  ∂y 
A variable of the form r = xi + y j + zk is called a vector ∂2 F ∂  ∂F 
variable and x, y, z are scalar variables. =   , etc
∂x∂z ∂x  ∂z 
Scalar Function  If t is a scalar variable on a range a ≤ t ≤ b
and a function f defined as f = f (t) for t ∈ [a, b] is called a Differential Vectors
scalar function of t.
If G = G ( x, y, z ) then
1.
Example: f (t) = 9t3 + 4t2 + 7,
∂G ∂G ∂G
f (t) = sint + 5cost + et, etc. dG =
dx + dy + dz
∂x ∂y ∂z
Vector Function  If t is a scalar variable defined on a do-
main [a, b], and a function F (t ) = x(t )i + y(t ) j + z (t )k is If F = F1 i + F2 j + F3 k , then
2.
called a vector function of the scalar variable t.
dF = dF1 i + dF2 j + dF3 k

NOTE 3. d ( F ⋅ G ) = F ⋅ dG + dF ⋅ G
t is generally taken as ‘time’.
4. d ( F × G ) = F × dG + dF × G
Differentiation  If F (t ) is a continuous single valued vec-
tor function of the variable t, then the derivative of F (t ) is Vector Differential Operators  ∇ is to be read as del or nabla
dF F (t + ∆t ) − F (t ) ∂ ∂ ∂
defined as = lim where Dt is a small
dt ∆t →0 ∆t ∇ = i + j + k
∂x ∂y ∂z
increment in t.
One can also look at second and higher order derivatives ∂2 ∂2 ∂2
∇2 = + + is called Laplacian.
in a similar way. ∂x 2 ∂y 2 ∂z 2

Chapter 01.indd 20 5/31/2017 12:37:04 PM

 Chapter 1  ■ Calculus |  2.21

Gradient of a Scalar Function div (F  × G) = F  ⋅ curl G - G ⋅ curl F

3.
∂φ  ∂φ  ∂φ
If f (x, y, z) is a scalar function, then i +j +k is ∇⋅ ∇f = div (grad f ) or ∇⋅ ∇f = ∇2 f
4.
∂x ∂y ∂z
curl (grad f) = 0 or ∇ × (∇ f ) = 0 , i.e., curl of a
5.
known as the gradient of f and is denoted by grad f. One
gradient equals 0 .
can also write the gradient of f using the ∇ operator as grad
div (curl F ) = 0 or ∇⋅ (∇ × F ) = 0
6.
∂φ  ∂φ  ∂φ
φ = i +j +k = ∇φ curl (curl F ) = grad (div F ) - ∇2 F (or) ∇ × (∇× F )
7.
∂x ∂y ∂z
= ∇ (∇⋅ F ) - ∇2 F
Now ∇ f denotes a vector field.
NOTES Integration
  1. If f is a constant, then ∇ f = 0 Line Integral
  2. If a vector G ( x, y, z ) is defined at all points in a region Let F ( x, y, z ) be a vector function defined on a region
we say G is a vector field. A vector field is said to be of space and let C be curve in that region, then the integral
irrotational if G  = grad f for some scalar function f.
  3. Gradient can be used in finding directional d­ erivative. ∫c F ⋅ dr is called the line integral.
(An example is discussed in worked examples section) For Riemann Integration,
x =b
  4.  ∇ f also gives the normal to the surface f (x, y, z) = C. ∫ x =a
fdx the limits of integration are along the line seg-
  5. If ∇2f = 0, the function is called the harmonic
ment joining (a, 0), (b, 0), where a < b.
function.
Here instead of line, we integrate along the curve C.
  6. The directional d­ erivative of f (x, y, z) in the direction
a
of a vector a  is  ∇φ ⋅ n̂ , where nˆ = . Circulation
|a |
The line integral around a closed curve C denoted by
Divergence of Vector ∫F ⋅ dr is called circulation of F around C.
F ( x, y, z ) be a vector field which is differentiable at each
point (x, y, z) in some region of space, i.e., F is differenti- Example 18
able vector field. The scalar product of the vector operator ∇ Evaluate ∫ F ⋅ d r , where F = xyi + y 2 j along the triangle x
C
and F gives a scalar which is termed as divergence.
= 0, y = 0 and x + y = 1 in the first quadrant.
∂F  ∂F ∂F
∇ ⋅ F = i ⋅ + j⋅ +k⋅ Solution
∂x ∂y ∂z y

NOTE
C2
If div ( F ) or ∇ ⋅ F = 0, then F is called ‘solenoidal’ C3

x
0
Curl of a Vector C1

Let F ( x, y, z ) is a vector field defined for all (x, y, z) in ∫c F ⋅ dr = ∫C ( xydx + y 2 dy) + ∫C ( xydx + y 2 dy)
a certain region of space and is differentiable, i.e., F is a 1 2

differentiable vector field. The cross product of the vector + ∫ ( xydx + y 2 dy )

C
operator ∇ with the vector F is termed as curl F.
3

i j C1 C2 C3
k
y=0 y=1-x x=0
∂ ∂ ∂
curl F = ; F = F1 i + F2 j + F3 k 0<x<1 1<x<0 dx = 0
∂x ∂y ∂z
dy = 0 dy = - dx 1<y<0
F1 F2 F3
1 0 0
NOTE =∫ [ x(0)dx + 0 + ∫ x(1 − x )dx + (1 − x ) 2 ( −dx ) + ∫ y 2 dy
x =0 x =1 1

If curl F = 0, then F is said to be irrotational. 0 0

= ∫ ( x − x 2 − 1 − x 2 + 2 x )dx + ∫ y 2 dy
1 1

Standard Results 0 1
= ∫ ( −2 x 2 + 3 x − 1)dx − ∫ y 2 dy
1. div (f F) = f div F  + F ⋅grad f or ∇ . f F  = f ∇ ⋅ F  + 1 0

F  ⋅ ∇ f  2 3  1 −1
=  − + 1 − =
2. curl (f F) = ∇f × F  + f curl F 3 2  3 6

Chapter 01.indd 21 5/31/2017 12:37:09 PM

 2.22 | Part II ■  Engineering Mathematics

Surface Integral  Let S be a closed surface, then the normal Example 19

surface integral ∫s FN ds is called the flux of F over S. If A = x i + x j + xk and
3 2

Cartesian Form  Let F ( r ) = F1 i + F2 j + F3 k , where, F1, F2, B = − xi + x 2 j + x 3 k , then find the values of
F3, are continuous and differentiable functions of x, y, z. d d
(i) ( A ⋅ B ) and (ii)  ( A × B ).
If cosα, cosb and cosg be the direction cosines of the unit dx dx
normal N, then
Solution
N = i cos α + j cos β + k cos γ . d d d
(i) ( A ⋅ B) = A ⋅ ( B) + B ⋅ ( A)
dx dx dx
∴ ∫S F ⋅ N ds = ∫S ( F1 cos α + F2 cos β + F3 cos γ )ds
d
= ( x 3 i + x 2 j + xk ) ⋅ ( − xi + x 2 j + x 3 k )
But then ds cosa, ds cosb and ds cosg are the projections dx
of ds on yz, zx and xy planes. If dx, dy, dz are the differentials d
along the areas then + ( − xi + x 2 j + x 3 k ) ⋅ ( x 3 i + x 2 j + xk )
dx
ds cosa = dy dz; ds cosb = dz dx; ds cosg = dx dy.
∴ = ( x i + x j + xk ) ⋅ ( − i + 2 x j + 3 x 2 k )
3 2  
∫S
F ⋅ N ds = ∫ ∫ ( F1dy dz + F2 dz dx + F3 dx dy )
S
+ ( − xi + x 2 j + x 3 k ) ⋅ (3 x 2 i + 2 x j + k )
NOTE   = - x3 + 2x3 + 3x3 - 3x3 + 2x3 + x3 = 4x3.
If R1 is the projection of S on xy-plane, then d dB dA
dxdy (ii) ( A × B) = A × + ×B
dx dx dx
∫S F ⋅ Nds = ∫R1 ∫ F ⋅ N cos γ
d
= ( x 3 i + x 2 j + xk ) × ( − xi + x 2 j + x 3 k )
dxdy
= ∫∫ F ⋅N ⋅ (| N ⋅ k | = cos γ ) dx
S 
|N ⋅k| d
+ ( x 3 i + x 2 j + xk ) × ( − xi + x 2 j + x 3 k )
Equivalently, dx
dydz dzdx = ( x 3 i + x 2 j + xk ) × ( − i + 2 x j + 3 x 2 k )
∫∫ F ⋅ Nds = ∫ ∫ F ⋅ N
| N ⋅ i |
= ∫∫ F ⋅N
| N ⋅ j | + (3 x 2 i + 2 x j + k ) × ( − xi + x 2 j + x 3 k )
S R2 R3

i j k i j k
Volume Integral
x2 y2 z2 = x3 x 2 x + 3x 2 2x 1
∫x1 ∫y1 ∫z1 f ( x, y, z )dz dy dx
−1 2 x 3 x 2 −x x2 x3

x2 y
2 z2 = i(5 x 4 − 3 x 2 ) − j (6 x 5 + 2 x ) + k (5 x 4 + 3 x 2 )
= ∫ ∫ ∫ f (x, y, z) dz dy dx
x1 y1 z1 Example 20
If f = x3 - 6xy² - 9xyz is a scalar function, then find
Gauss’ Divergence Theorem ∂2 f ∂2 f
, .
∂x 2 ∂x∂y
If F is continuously differentiable vector function in the
region bounded by a surface S, then ∫ ∫ F ⋅ N ds =∫∫∫ div Fdv Solution
S V
where N  is the unit normal to the surface. f = x3 - 6xy² - 9xyz
∂f
Green’s Theorem  If P and Q are scalar point functions, ∴ = 3 x 2 − 6 y 2 − 9 yz
possessing continuous derivatives of the first order, in a re- ∂x
gion S of the xy plane bounded by a closed curve C then ∂2 f
∴ = 6x − 0 = 6x
 ∂Q ∂P  ∂x 2
∫C Pdx + Qdy = ∫ ∫S  ∂x − ∂y  dxdy. ∂f
= −12 xy − 9 xz
Stoke’s Theorem If S is an open surface bounded by a  ∂y
closed curve C and F  is a continuously differentiable vec- ∂2 f ∂  ∂f  ∂
=   = ( −12 xy − 9 xz )
tor point function, then ∫ F ⋅ d r = ∫ curl F ⋅ Nds, where N ∂x∂y ∂x  ∂y  ∂x
C S
is unit outward drawn normal at any point on the surface. = - 12y - 9z.

Chapter 01.indd 22 5/31/2017 12:37:14 PM

 Chapter 1  ■ Calculus |  2.23

Example 21 ⇒ y² + xz² + (r - 2) 3xyz² = 0 at (1, -1, 1), div p = 0

If f ≡ x3 + y3 + z3 - 3xyz, then find the value of grad f at ⇒ (-1)² + (1)² + (r - 2) 3 (1) (-1) (1)² = 0
(2, 1, 1). 8
⇒ 1 + 1 − 3r + 6 = 0 ⇒ r = .
Solution 3
∂φ  ∂φ  ∂φ
Grad φ = i +j +k (by definition) Example 24
∂x ∂y ∂z P = ( y 2 + 2 xz )i
Find the value of a, if
∂ 3 ∂ + ( z 2 + 2 xy ) j + ( x 2 + ayz )k is irrotational.
= i ( x + y 3 + z 3 − 3 xyz ) + j ( x 3 + y 3 + z 3 − 3xyz )
∂x ∂y
∂ 3 Solution
+ k ( x + y 3 + z 3 − 3 xyz ). The vector P is irrotational
∂z
= 3[i( x 2 − yz ) + j ( y 2 − xz ) + k ( z 2 − xy )] ⇒ curl P = 0 ⇒ ∇ × P = 0
i j k
\ grad f at (2, 1, 1)
= 3[i( 4 − 1) + j (1 − 2) + k (1 − 2)] ∂ ∂ ∂
⇒ =0
∂x ∂y ∂z
= 9i − 3 j − 3k .
y 2 + 2 xz z 2 + 2 xy ayz + x 2
Example 22
 ∂ ∂ 
If P = x 2 yi − x 3 j + xyz 2 k , then find div p and curl p. ⇒ i  ( x 2 + ayz ) − ( 2 xy + z 2 ) 
 ∂y ∂z 
Solution  ∂ ∂ 
− j  ( x 2 + ayz ) − ( y 2 + 2 xz ) 
(i) div P  = ∇ ⋅ P  ∂x ∂z 
∂ ∂ ∂  ∂ ∂ 
= ( x 2 y ) − ( − x 3 ) + ( xyz 2 ) + k  ( z 2 + 2 xy ) − ( y 2 + 2 xz )  = 0
∂x ∂y ∂z  ∂x ∂ y 
= 2xy - 0 + 2xyz = 2xy (1 + z)
⇒ i( az − 2 z ) + j ( 2 x − 2 x ) + k ( 2 y − 2 y ) = 0
i j k
⇒ i z ( a − 2) = 0 = 0 i ⇒ z ( a − 2) = 0
∂ ∂ ∂
(ii) curl P = ∇ × P = ⇒  a - 2 = 0 ⇒ a = 2
∂x ∂y ∂z
x y − x3
2
xyz 2 Example 25
 ∂ ∂   ∂ ∂ 2  Find the angle between the surfaces xy² z = 3x + z² and 3x²
= i  ( xyz ) 2 − ( − x 3 )  −  j ( xyz 2 ) − ( x y)  - y² + 2z = 1 at (1, -2, 1).
 ∂y ∂z   ∂x ∂Z 
Solution
 ∂ ∂ 
+ k  ( − x 3 ) − ( x 2 y )  Let f = xy²z - 3x - z² = 0 and
 ∂x ∂y  g = 3x² - y² + 2z - 1 = 0.
= xz 2 i − yz 2 j + k ( −3 x 2 − x 2 ) \  grad f = i( y 2 z − 3) + j ( 2 xyz ) + k ( xy 2 − 2 z )
= xz 2 i − yz 2 j − 4 x 2 k .
grad g = i(6 x ) + j ( −2 y ) + k ( 2)
Example 23 But, angle between two surfaces at a point is equal to angle
between the normals to the surfaces at that point.
Find the value of r if,
\Let n1 = grad f at (1, − 2, 1) and n2 = grad g at (1, − 2, 1)
p = xy 2 i + xyz 2 j + ( r − 2) xyz 3 k is solenoidal at (1, - 1, 1). respectively
\  n1 = (grad f ) at (1, − 2, 1)
Solution
p is solenoidal ⇒ div p = 0 ⇒ ∇⋅ p = 0 = i[( −2) 2 1 − 3] + j[2(1)( −2)1]
+ k [1( −2) 2 − 2(1)] = i − 4 j + 2k
∂p1 ∂p2 ∂p3
⇒ + + =0
∂x ∂y ∂z n2 = (grad g ) at (1, − 2, 1)

∂ 2 ∂ ∂ = i[6 ( A)] + j[−2( −2)] + k ( 2) = 6i + 4 j + 2k

⇒ xy + ( xyz 2 ) + [( r − 2) xyz 3 ] = 0
∂x ∂y ∂z Let the angle between the normals n1 and n2 be q.

Chapter 01.indd 23 5/31/2017 12:37:20 PM

 2.24 | Part II ■  Engineering Mathematics

So, n1 ⋅ n2 = | n1 || n2 | cos θ ⇒ 6 − 16 + 4 2
2  −Z 3  −8
∴ ∫ F ⋅ dr = ∫ − z 2 dz =   =
= ( 1 + 16 + 4 )( 36 + 16 + 4 ) cos θ PQ 0
 3 0 3
−6 −3 3 (3) Along QR:
∴ cos θ = = =
21 56 7 6 7 6 y = 2, dy = 0 and x changes from 3 to 0
0
 x2 
0
−27
\ θ = cos  3 
−1 ∴ ∫ F ⋅ dr = ∫ 3 x dx =  3  =
7 6 
QR
3  2 3 2

Example 26 (4) Along RO:

x = 0,
If F = ( x 2 + y 2 )i − 2 xy j evaluate ∫ F ⋅ d r along the
dx = 0 and y varies from 2 to 0.
straight line C from (0, 0, 0) to (1, 2, 3). 0
0  z3  8
Solution \ ∫RO F ⋅ dr = ∫2 − z dz = −   =
2

The equation of the line joining (0, 0, 0) and (1, 2, 3) is  3 2 3

x y z 27 8 27 8
= =
1 2 3
= (t ). Thus ∫
C
F ⋅ dr = − − + =0
2 3 2 3
Then along the line C, x = t, y = 2t, z = 3t.
Example 28
\ r = xi + y j + zk = t i + 2t j + 3tk (( ))
Evaluate by Green’s theorem ∫ ∫ (xy + y²) dx + x² dy, where
d r = i + 2 j + 3k C is the closed curve of the region bounded by y = x and y
= x².
Given F = ( x 2 + y 2 ) i − 2 xy j
Solution
And along C , F = [t 2 + ( 2t ) 2 ] i − 2t ( 2t ) j = 5t 2 i − 4t 2 j ∂P
Here P = xy + y 2 ∴ = x + 2y
\ F ⋅ d r = (5t² - 8t² + 0) dt = –3t² dt ∂y
at (0, 0, 0), t = 0 and at (1, 2, 3), t = 1. ∂Q
Q = x2 ∴ = 2x
1  −3t  3 1
∂x
\ ∫c F ⋅ d r = ∫t = 0 −3t dt =   = −1 .
2

 3 0 Hence by Green’s theorem,

Example 27 ∫C
( xy + y 2 )dx + x 2 dy = ∫ ∫ ( 2 x − x − 2 y )dx dy
S

If F = 3 xi − z 2 k , , evaluate ∫ F ⋅ dr , where the curve C is  x ( x − 2 y )dy  dx

1
= ∫ ∫ ( x − 2 y )dx dy = ∫
the rectangle in the xz bounded by z = 0, z = 2, x = 0, x = 3. S x −0  ∫y − x 

Solution y

Since the integration takes place in xz-plane (y = 0)

(1, 1)
\ ∫ F ⋅ dr = ∫ f dx + f dz = ∫ 3x dx − z dz
2
0 0 1 2 0 (0, 0)
x
∫ C F ⋅ d r = ∫OP F ⋅ d r + ∫PQ F ⋅ d r + ∫QR F ⋅ d r + ∫RO F ⋅ d r y=x
(i) Along OP: y = x2
z = 0, dz = 0 and x varies from 0 to 3
1 1
=∫ [ xy − y 2 ]xy = x dx = ∫
2

3  3x 2  27
3
( x 3 − x 4 )dx
∫ ⋅ = ∫0 =  =
x =0 x =0
F dr 3 x dx 
 2 0 2
 x 4 x5  1 1 1
1

= −  = − =
Z 2 4 5
(0, 2)  0 4 5 20
R Q(3, 2)

Example 29
O P X By applying Gauss theorem, evaluate ∫ ∫ (x 3 dy dz + x 2 ydz
(3, 0) S

dx + x 2 zdx dz ), where S is the closed surface consisting of

(ii) Along PQ:
x = 3, dx = 0 and z changes from 0 to 2. the cylinder x² + y² = a² and the circular discs z = 0 and z = b.

Chapter 01.indd 24 5/31/2017 12:37:25 PM

 Chapter 1  ■ Calculus |  2.25

Solution π
5a 4 b  sin 4θ  2
We have = θ−
F1 = x3; F2 = x²y; F3 = x²z 2  4  0

∂F1 ∂F2 ∂F3 5a 4 b  π  5π 4

\ = 3x 2 , = x2 , = x2 =  − 0 = ab
∂x ∂y ∂z 2 2  4
∂F1 ∂F2 ∂F3
\ + + = 3x 2 + x 2 + x 2 = 5 x 2 Example 30
∂x ∂y ∂z
Evaluate ∫ F ⋅ dr by Stokes theorem,
\ Using Gauss theorem, c
If F = ( x 2 + y 2 )i − 2 xy j , where c is the rectangle formed
∫∫S
F1dy dz + F2 dz dx + F3 dx dy
by the lines x = ± a, y = 0 and y = b.
 ∂F1 ∂F2 ∂F3 
= ∫∫ ∫  + +  dx dy dz Solution
V
 ∂x ∂y ∂z 
F = ( x 2 + y 2 )i − 2 xyj
∴ ∫ ∫ x 3 dy dz + x 2 ydz dx + x 2 zdx dy
S
By Stoke’s theorem,
a a2 − x 2 b
= ∫∫ ∫ 5 x dx dy dz = 20 ∫ ∫
2
∫
2
x dx dy dz
V x =0 y =0 z =0
∫ (∇ × F ) ⋅ N ds = ∫ F ⋅ d r
c
2 2
a a −x
= 20 ∫ ∫ x 2 b dx dy. i j
x =0 y =0 k
a ∂ ∂ ∂
= 20b ∫ x 2 a 2 − x 2 dx ∇× F = = −4 yk
0
∂x ∂y ∂z
[Let x = a sin q; dx = a cos q dq x2 + y2 −2 xy 0
π
Upper limit: x = a ⇒ a sin q = a ⇒ q = ⋅

2 ∴ ∫ (∇ × F ) ⋅ ( N ⋅ k )ds
Lower limit: x = 0 ⇒ a sinq = 0 ⇒ q = 0]
π
= 20b ∫ 2 a 2 sin 2 θ a 2 (1 − sin 2 θ ) a cos θ dθ
= ∫ ( − 4 ky ) ⋅ N ds = ∫ − 4 y ( N ⋅ k ) ds ∫ ∫ − 4 y dx dy
R
0
π Since N ⋅ k ds = dx dy
= 20 a 4 b ∫ 2 sin 2 θ cos 2 θ dθ And R is the region bounded by the rectangle.
0

π b
1 2  − 4 y2 
= 20 a b ∫
a b a
sin 2θ dθ =∫
x =− a ∫ y = 0 ∫− a  2  dx
4 2
( − 4 y ) dy dx =
0 4
0
π
 1 − cos 4θ 
= 5a 4 b ∫ 2  dθ
a
= −2 ∫ (b 2 − 0)dx = −2b 2 [ x ]−a a = − 4 ab 2 .
0
 2  −a

Exercises
3. Evaluate lim (x − [x]), where [x] is the greatest inte-
1. lim {3 x − 9 x 2 − x } = ______. x→2.7
x →∞ ger less than equal to x.
1 (A) −0.3 (B) 0.7
(A) (B) 3 (C) 4.7 (D) 2
6
1
(C) 6 (D) None of these 4. Evaluate lim 189 .
x →0 x
 24 cos x − 24 + 12 x 2 − x 4  (A) 0 (B) ∞
2. lim  = (C) −∞ (D) None of these
x →0  24 x 6 
1/ x
1 −1  2 x + 3x 
(A) (B) 5. lim   =
720 120 x →0  2 
(A) 1 (B) 3
1 −1
(C) (D) 2
(C) 6 (D)
120 720

Chapter 01.indd 25 5/31/2017 12:37:32 PM

 2.26 | Part II ■  Engineering Mathematics

6. lim |x - 2| + [ x - 2] = R. there exists c ∈(1, 3) such that f ′(c) = 0 which of the

x→2
above statements are true?
(A) 0. (A) P, Q only (B) Q, R only
(B) only left limit exists. (C) P, R only (D) P, Q, R
(C) only right limit exists.
14. A function f : R → R is such that f (x + y) = f (x) ⋅ f (y)
(D) limit does not exist.
for all x, y in R and f (x) ≠ 0 for any x in R. If f(x) is dif-
7. Let the function f (x) = [x]. Where [x] is the greatest ferentiable and f ′(0) = 2, then
integer less than or equal to x. Which of the following (A) f ′(x) = 2f (x) (B) f (x) = 2f ′(x)
is/are true? (C) f (x) = f ′(x) (D) f ′(x) = -f (x)
(A) f (x) has jump discontinuity at all x ∈ Z.
1 5. Which of the following statement(s) is/are true?
(B) f (x) has removable discontinuity at all x ∈ Z.
(A) y = x2 has a minimum value at x = 0
(C) f (x) is continuous at all irrational values.
(B) y = | x − 3 | has a minimum value at x = 3
(D) both (A) and (C).
1
(C) The maximum value of the function y = is 1
 5x − 4 0<x≤ 1 + x2
8. f ( x ) =  2 at x = 1 (D) All of these
4 x − 3x 1 < x < 2
16. The maximum and minimum values of f (x) = 3 sin2 x +
(A) Left hand continuous at x = 1.
4 cos2 x is
(B) Right hand continuous at x = 1.
(A) {-4, -3} (B) {7, 3}
(C) continuous at x = 1.
(C) {4, -3} (D) {4, 3}
(D) None of these
17. If the function f (x) = 2x - 9ax2 + 12a2 x + 1, where a >
3
x sin x 0, attains its maximum and minimum at x = p and x = q
9. The function f ( x ) = is
( x 2 + 2) respectively such that p2 = q, then the value of ‘a’ is
(A) continuous for all x. 1
(B) discontinuous for all x. (A) 2 (B)
4
(C) constant function. 1
(C) (D) 4
(D) discontinuous only at x = ±2. 8
10. Check the continuity of the following function Direction for questions 18 and 19:
 The sum of the hypotenuse and one side of a right angled
 2
 sin ax when x ≠ 0 triangle is given as a units.
f ( x) =  , at x = 0
 x
2 when x =0 18. When the area is maximum the ratio of the side and the
 a 2 hypotenuse is ______.
(A) 2 : 1 (B) 1 : 3
(A) continuous at x = 0 (C) 1 : 2 (D) 2 : 3
(B) discontinuous at x = 0
(C) discontinuous of first kind 19. When the area is maximum, find the angle between the
(D) None of these hypotenuse and the other side is ______.
(A) 60° (B) 30°
7 x < 5, (C) 45° (D) None of these

1 1. If f ( x ) = ax + b 5 < x < 7, 20. Consider f (x) = |x2 - 3|, 0 ≤ x ≤ 6 and g(x) =
11 x > 7 is c continuous on R  3x , 0 ≤ x ≤ 1
  . Then Rolle’s theorem can be applied
then the values of a and b are 4 − x, 1 < x ≤ 3
(A) a = 2, b = 3 (B) a = −2, b = 3 in the respective intervals
(C) a = 3, b = −2 (D) a = 2, b = −3 (A) to both f (x) and g(x).
12. Let f (x) = max(1 - x, x2 - 1). Then f is (B) only to f (x).
(A) not continuous at x = 1, -2. (C) only to g (x).
(B) continuous and differentiable everywhere. (D) neither to f (x) nor to g (x).
(C) not differentiable at x = -2, 1. 21. If the function f (x) = px2 + qx2 + rx + s on [0, 1], satis-
(D) continuous but not differentiable at x = 1, -1. fies the mean value theorem, then the value of c in the
1 1 interval (0, 1) is
13. Consider the function f ( x ) = + defined in 1 1
x −1 3 − x (A) (B)
the interval [1, 3] 2 3
P.  f is continuous on [1, 3] 2 2
(C) (D)
Q.  f is differentiable on (1, 3) 3 3 3

Chapter 01.indd 26 5/31/2017 12:37:34 PM

 Chapter 1  ■ Calculus |  2.27
x2
22. f (x) = increases in 30. Which of the following function/s is/are integrable but
x +1 not continuous on (0, 10)?
(A) (- 2, 0) (A) f (x) = [x] (greatest integer function)
(B) [- 4, -2] (B) f (x) = |x - 3|
(C) (-∞, - 2] ∪ [0, ∞) (C) f (x) = |x - 5| + |x - 2|
(D) (- ∞, - 2) ∪ (0, ∞) (D) f (x) = x2 + 5x + 9

23. Let f (x) = eax and g(x) = e−ax be two functions defined 31. ∫ sec3 x dx = ______.
in [ p, q], If the functions satisfies Cauchy mean value sec x tan x
theorem then the value of ‘c’ is ______. (A) + log (sec x + an x )
3
p+q
p + q (B)
(A) sec 2 x tan x 1 π 
2 (B) + log tan  + x 
3 3 4 
(C) 2( p + q) (D) None of these
sec x tan x 1 π x 
∂z (C) + log tan  + 
24. If x = cos (z + y2), then = 2 2  4 2
∂y
(D) None of these
(A) 1 (B) y
π /2
(C) 2y (D) -2y
6
32. ∫ sin 4 x cos6 xdx = ______.
0
4 x + 4 y  ∂u ∂u
2 5. If u =  6  , then x + y = 3π 2π
 x + y 
6 ∂x ∂x (A) (B) ⋅ ⋅ c

128 425
u 4
(A) (B) 3π 3π
2 u (C) (D) ⋅ ⋅

2560 512
(C) 4u (D) 6u
33. Area bounded by the curve y = −3x2, x = 2 and the two
26. The stationary points of the function f (x, y) = x3 + y4 − coordinate axes is ______ sq units
27x + 32y + 100 is/are (A) 2 (B) 3
(A) (3, 2), (3, −2) (C) 6 (D) 8
(B) (−3, 2), (−3, −2) 34. The volume of the solid obtained by revolving the area
(C) (3, 2), (−3, −2) bounded by the parabola y2 = x - 4, x-axis and the lines
(D) (3, −2), (−3, −2) x = 4 and x = 7, about x-axis is ______ cubic unit
27. For the function f (x, y) = 2x2 + 4y2 + 4xy + 2x + 9 11
(A) π (B) π ⋅ ⋅

10y + 7. 2 2
(A) Local maximum exists, but no local minimum. 13 15
(B) Local minimum exists, but no local maximum. (C) π (D) π ⋅ ⋅

2 2
(C) Neither local minimum nor local maximum exists.
35. The length of arc of the curve y = ln (cos x) from x = 0
(D) Both local minimum and local maximum exists.
π
28. For the function xyz, if x + y + z = 3, then the local to x = is ____.
⋅

4
maximum occurs for xyz at the point ______.
(A) ln (1 + 2 ) (B) ln ( 2 − 1)
 1 1
(A)  4, 2 , 2 
  (C) ln ( 2 + 3 ) (D) ln ( 2 − 3 )
(B) (5, -1, -1)
(C) (1, 1, 1) π /4 π /4

(D) (7, -3, -1) 36. Evaluate ∫ ∫ (3 cos θ + 4 sin θ )dθ dφ ______.
0 0
29. The ratio of the dimensions of a rectangular box of vol-
ume 64 cubic units and open at the top that requires  2 −1  ( 4 2 − 1)π

(A)  π (B)
least material for its construction is  2  4 2
(A) 2 : 2 : 1 (B) 2 : 4 : 5
(C) 2 : 3 : 4 (D) 1 : 2 : 3 ( 4 2 − 1)π ( 4 2 − 1)π
(C) (D)
2 4 2

Chapter 01.indd 27 5/31/2017 12:37:39 PM

 2.28 | Part II ■  Engineering Mathematics

1 1− x 2 42. The volume of the solid bounded by the planes x = 0, y

dxdy = 0, z = 0 and x + y + z = 4 is ______ cubic units.
37. Evaluate ∫ ∫ 1 − x2 − y2
0 0 32 64
(A) (B)
π 3 3
(A) ⋅ (B) 0
4 (C) 32 (D) 64
π 43. The acute angle between the vectors 3i + j + 2k and i - j
(C) ⋅ (D) 1
2 + k is q, then the value of cosq is
38. By changing the order of integration, the integral 8 8
∞ x −2 (A) (B)
21 21
∫∫ f ( x, y )dxdy becomes ______.
2 0 8
∞ y+2 ∞ ∞ 21 8 (D)
(C)
21
∫ ∫ f ( x, y)dxdy (B)
(A) ∫ ∫ f ( x, y) dxdy 44. If r is the position vector of a particle which passes
0 2 0 y+2

∞∞ ∞ 1
along the curve x = 3 sin 4t, y = 3 cos 4t, and z = 5t
(t > 0). The magnitude of its velocity and acceleration
∫ ∫ f ( x, y)dxdy (D)
(C) ∫ ∫ f ( x, y)dxdy respectively are
0 0 1 y+2
(A) 13, 45 (B) 12, 48
39. By changing the variables in the double integral (C) 13, 48 (D) 12, 45
dxdy
∫ ∫ xy , where x = eu+v and y = uv, it changes to
⋅
df
45. f (t ) be a vector function and f × = 0 implies
R
dt
∫ ∫ φ (uv)dudν then f(u, v) is (A) f is a vector function with constant magnitude.
R (B) f is a vector function both in direction and
R eu + v magnitude.
(A) u + v ) (B)
(e (uv ) uv (C) f is a vector function of constant direction.
(D) Either A or C.
1 1 1 1
(C) + (D) − 46. The directional derivative of f = x3 y + y3 z + z3 x in the
v u v u
direction of i + 2 j + 2 k at (0, 1, -1) is
40. By changing the variables from x, y to u, v where x = u
5 4
+ 2v and y = 4u + 3v, the given integral ∫ ∫ f ( x, y )dxdy ⋅ (A) (B)
R
3 3
changes to ∫∫ f (u + 2v, 4u + 3v )ψ (u, v )dud v then Y −4 −5
(C) (D)
R 3 3
(u, v) is ______.
(A) 5 (B) -5 47. If r = x iˆ + y ĵ + z k̂ and | r | = r, then ∇ rn =
1 1
(C) (D) − (A) n(n - 1)rn-1 r (B)
n(n - 2)rn-2 r
5 5
n ⋅ rn-2 × r (D)
(C) n(n - 1) r
41. The area bounded by the circle x2 + y2 = 6 and the
parabola y = x2 is given by:
2 x 2 −6
Direction for questions 48 and 49:
(A) ∫ ∫ dydx Two equations f = x y2 z - 2y + z2 and g = x2 + yz - x - 2
x =−2 y = x represents two surfaces
2 6− x2 48. Find normal vector to ‘g’ at (1, -1, 2)
(B) ∫ ∫ dydx (A) i + 2j + 2k (B) i + 2j - k
x =− 2 y = x
(C) 2 i - j - k (D) i - j - 2k
2 x 2 −6
49. The acute angle between the surfaces f and g at (1, -1,
(C) ∫ ∫ ( x 2 + y 2 )dydx 2) is
x =−2 y = x
 15   15 
2 6− x2 (A) cos–1   (B) cos–1  
(D) ∫ ∫ ( y − x 2 )dxdy  390   390 
x =− 2 y = x (C) 60° (D) 30°

Chapter 01.indd 28 5/31/2017 12:37:44 PM

 Chapter 1  ■ Calculus |  2.29

50. The magnitude of maximum directional derivative of

f = 2xy2 - xyz + y2 z in the direction from the point
60. Compute ⋅
∫ x 2 y 2 ds around the circle x = cos t and y =
S
(1, - 1, 1) is sin t.
(A) 62 (B) 52 π
(A) ⋅ (B) 0
56
(C) 62 (D) 4
π
51. The directional derivative of a scalar point function is a (C) (D) ⋅ p
function of 2
(A) only direction (B) only position 61. If F = y2iˆ - 2xy ĵ, compute the circulation F dr ⋅
∫
(C) either A or B (D) both A and B C
where C is the rectangle bounded by y = 0, y = 1, x = 0
52. The values of div r and curl r respectively when r =
and x = 2.
2x iˆ - y ĵ + 3z k is (A) 3 (B) 4
(A) 4; iˆ (B) 0, 0 (C) -4 (5) -3
(C) 4, 4 k (D) 4, 0 62. A particle in the force field F = 2x2 i + (y - 3xz)j + 2z k
is moving along a space curve defined by x = 2t, y = t2, z
53. The necessary and sufficient condition that the force
= 3t2 - 2. Find the work done by F in moving a particle
field F(x, y, z) is conservative is
along the straight line from A(0, 0, 0) to B(2, 1, 1).
(A) (curl F ) = - F (B) div F = 0
107 121
(C) curl F = F (D) curl F = 0 (A) (B)
30 30
54. Which of the following is/are true? 113 109
(C) (D)
(A) ∇( r × a ) = 0 30 30
(B) Grad ( r ⋅ a ) = a
63. Evaluate ∫ (x2ydx + xy2 dy) using greens theorem where
⋅

∇ × ( r × a ) = −2a
(C) C
C is the triangle with vertices (0, 0), (2, 0) and (2, 1).
(D) All of these
11 11
5 5. Compute the value of div(∇f × ∇f  ). (A) (B)
24 12
(A) ∇f curl (∇f) (B) ∇f curl (∇f)
−11 11
(C) curl (∇f × ∇f  ) (D) 0 (C) (D)
6 4
56. For what value of p the vector f = (2x + 3y)i + (z + 2y) j
+ (x - pz) k is solenoidal? 64. Find the area of the region in the first quadrant bounded
(A) 4 (B) -4 1 x
by the curves y = 4x, y = and y = using green’s
(C) 2 (D) 0 x 4
theorem.
57. For what values of p, q and r the vector f = (x + ry - z) 1
(A) log 2 (B) log 2
i + (3x - y + qz)j + (px + y - z) k is irrotational? 2
(A) p =1, q = -1, r = 3 (C) log 4 (D) log 16
p = -1, q = 1, r = 3
(B)
(C) p = -1, q = 1, r = -3
⋅
∫∫
65. Evaluate F nds where F = 2xziˆ - yz ĵ + yxk where S
s
(D) p =1, q =1, r = -3 is the cube bounded by x = 0, x = 3, y = 0, y = 3 and z =
0, z = 3.
58. If ∇f = yziˆ + zx ĵ + xy k̂, then f(x, y, z) =
(A) xyz + f (y, z); f ≠ constant 27 81
(A) (B)
(B) xyz + g(x, z); g ≠ constant 2 4
(C) xyz + h(x, y); h ≠ constant 27 81
(C) (D)
(D) xyz + k; k is a constant 4 2
59. If F = (5xy - 6x2)iˆ + (2y - 4x) ĵ, compute the line inte- 66. For the force field F = x2 i + xyj in the square region in
gral ∫ F d r where C ≡ y = x3 in the xy-plane joining
⋅
the xy-plane bounded by the lines x = 0, y = 0, x = 2, y
C = 2. Using stokes theorem, find the value of ∫ F , dr . ⋅

(1, 1) and (2, 8). C

(A) 35 (B) -32 (A) 4 (B) 6
(C) 12 (D) 18 (C) 8 (D) 2

Chapter 01.indd 29 5/31/2017 12:37:51 PM

 2.30 | Part II ■  Engineering Mathematics

67. Evaluate the volume integral ∫ div N dv, where N is the ⋅

∞
1
V 69. ∫ 1.0001 dx = ______.
outward drawn normal to the surface described by x² + 1x
(y - 5)² + (z - 8)² = 12.
(A) 1000 (B) 100000
(A) 8p (B) 12p
(C) 10000 (D) 1000000
(C) 48p (D) 24p
68. If S is a closed surface and n is unit normal to the sur- 3
1
face ‘S’ then ⋅
∫ ∫ r nds = ______.
70. ∫ ( x − 2)4 / 5 dx = ______.
0
S
(A) 4V (B) 3V (A) 5 - 21/5 (B) 5 + 21/5
(C) 2V (D) V (C) 5(1 - 2)1/5 (D) 5 1 + 21/ 2 

Previous Years’ Questions

∞ 7. Given function
sin t
1. Evaluate ∫ dt  [GATE, 2007] F(x, y) = 4x2 + 6y2 - 8x - 4y + 8. The optimal value of
t
0 f(x, y) [GATE, 2010]
π
p (B)
(A) 10
(A) is a minimum equal to
⋅

2
3
π π
(B) (D)
10
⋅ ⋅

4 8 (B) is a maximum equal to

3
2. A velocity vector is given as v = 5 xyi + 2 y 2 j + 3 yz 2 k .
The divergence of the this velocity vector at (1, 1, 1) 8
(C) is a minimum equal to
is  [GATE, 2007] 3
(A) 9 (B) 10 8
(C) 14 (D) 15 (D) is a maximum equal to
3
3x
3. The value of ∫ ∫ (6 − x − y)dx dy is [GATE, 2008] 8. What is the value of the definite integral,
00 a
x
(A) 13.5 (B) 27.0 ∫ x + a−x
dx ?  [GATE, 2011]
(C) 40.5 (D) 54.0 0

4. The inner (dot) product of two vectors P and Q is a

(A) 0 (B)
zero. The angle (degrees) between the two vectors is 2
 [GATE, 2008] (C)
a (D) 2a
(A) 0 (B) 30
(C) 90 (D) 120 9. If a and b are two arbitrary vectors with magni-
5. For a scalar function f (x, y, z) = x2 + 3y2 + 2z2, the  2
gradient at the point P(1, 2, -1) is [GATE, 2009] tudes a and b, respectively, a × b will be equal to
     
(A) 2i + 6 j + 4 k (B) 2i + 12 j − 4 k  [GATE, 2011]
 
   (A) a b − ( a ⋅ b)
2 2 2
(C) 2i + 12 j + 4 k (D) 56
 
2 (B) ab − a ⋅ b
sin   x  
6. The lim  3  is [GATE, 2010] (C) a 2 b 2 + ( a ⋅ b) 2
x →0 x  
(D) ab + a ⋅ b
2
(A) (B) 1
3 10. For the parallelogram OPQR shown in the sketch,
3 OP→ = ai + bj and OR → = ci + dj. The area of
(C) (D) ∞
2 the parallelogram is

Chapter 01.indd 30 5/31/2017 12:37:55 PM

 Chapter 1  ■ Calculus |  2.31

2x
Q  1
16. lim 1 +  is equal to [GATE, 2015]
x →∞  x
(A) e-2 (B) e
R
(C) 1 (D) e2
17. While minimizing the function f (x), necessary and
P sufficient conditions for a point, x0 to be a minima
are: [GATE, 2015]
(A) f ′(x0) > 0 and f ″(x0) = 0
O (B) f ′(x0) < 0 and f ″(x0) = 0
(C) f ′(x0) = 0 and f ″(x0) < 0
 [GATE, 2012]
(D) f ′(x0) = 0 and f ″(x0) > 0
ad - bc
(A)
18. The directional derivative of the field u(x, y, z) = x2 -
ac + bd
(B)
3yz in the direction for the vector ( iˆ + ˆj − 2kˆ ) at point
ad + bc
(C)
ab - cd
(D) (2, -1, 4) is _______. [GATE, 2015]
19. The optimum value of the function f(x) = x2 - 4x + 2
11. There is no value of x that can simultaneously sat-
is [GATE, 2016]
isfy both the given equations. Therefore, find the least
(A) 2 (maximum) (B) 2 (minimum)
square error solution to the two equations, i.e., find
(C) -2 (maximum) (D) -2 (minimum)
the value of x that minimizes the sum of squares of the
errors in the two equations 20. The quadratic approximation of f(x) = x3 - 3x2 - 5 at
2x = 3 the point x = 0 is [GATE, 2016]
4x = 1 [GATE, 2013] (A) 3x2 - 6x - 5 (B) -3x2 - 5
π /6 (C) -3x2 + 6x - 5 (D) 3x2 - 5
12. The solution for ∫ cos 4 3θ sin 3 6θ dθ is[GATE, 2013] xy
0 21. What is the value of lim ? [GATE, 2016]
x →0 x2 + y2
y →0
1
(A) 0 (B) (A) 1 (B) -1
15
(C) 0 (D) Limit does not exist
8
(C) 1 (D) 22. The area between the parabola x2 = 8y and the straight
3
line y = 8 is _____. [GATE, 2016]
 x + sin x  23. The area of the region bounded by the parabola y = x2
13. lim   equals is [GATE, 2014]
x →∞  x  + 1 and the straight line x + y = 3 is [GATE, 2016]
(A) -∞ (B) 0 59 9
(A) (B)
(C) 1 (D) ∞ 6 2
10 7
xα − 1 (C) (D)
14. The expression lim is equal to [GATE, 2014] 3 6
x →0 α

(A) lnx (B) 0 24. The angle of intersection of the curves x2 = 4y and y2
(C) xlnx (D) ∞ = 4x at point (0, 0) is [GATE, 2016]
(A) 0° (B) 30°
15. With reference to the conventional cartesian (x, y)
coordinate system, the vertices of a triangles have the (C) 45° (D) 90°
following coordinates: (x1, y1) = (1, 0): (x2, y2) = (2, ∞ 1 ∞ sin x
2): and (x3, y3), = (4, 3). The area of the triangle is 25. The value of ∫0 1 + x 2 dx + ∫0 x
dx is
equal to  [GATE, 2014]
 [GATE, 2016]
3 3 π
(A) (B) p
(A) (B) ⋅

2 4 2
4 5 3π
(C) (D) (C) ⋅ (D) 1
5 2 2

Chapter 01.indd 31 5/31/2017 12:37:58 PM

 2.32 | Part II ■  Engineering Mathematics

Answer Keys

Exercises
1. A 2. D 3. B 4. D 5. C 6. D 7. D 8. C 9. A 10. A
11. D 12. C 13. B 14. A 15. D 16. D 17. A 18. C 19. B 20. D
21. A 22. D 23. B 24. D 25. A 26. D 27. B 28. C 29. A 30. A
31. C 32. D 33. D 34. A 35. A 36. B 37. C 38. B 39. D 40. A
41. B 42. A 43. D 44. C 45. C 46. D 47. C 48. B 49. A 50. C
51. D 52. D 53. D 54. D 55. D 56. A 57. B 58. D 59. A 60. A
61. C 62. D 63. C 64. C 65. D 66. A 67. C 68. B 69. C 70. D

Previous Years’ Questions

1. B 2. D 3. A 4. C 5. B 6. A 7. A 8. B 9. A 10. A
11. 0.875 12. B 13. C 14. A 15. A 16. D 17. D 18.  -5.72 to -5.70 19. D
20. B 21. D 22. 85.33 23. B 24. D 25. B

Chapter 01.indd 32 5/31/2017 12:37:58 PM

 Chapter 2
Ordinary Differential
Equations

CHAPTER HIGHLIGHTS

☞ Introduction ☞ Laplace transforms

☞ Differential equations

IntroDuction d3 y d 2 y dy
6. + 8 + + 9 y = 16 x 2
Familiarity with various methods used in evaluating indefi- dx 3 dx 2 dx
nite integrals or finding anti-derivatives of functions [or, in ∂u ∂u
other words, evaluating ∫ f(x) dx] is a pre-requisite. 7. x + y = 8u
∂x ∂y

Differential EQuations 8.
∂2u ∂2u
+ = 10
An equation involving derivatives of a dependent variable ∂y 2 ∂x 2
with respect to one or more independent variables is called ∂2u ∂2u
a differential equation. The equation may also contain the 9. = 25 2
∂y 2 ∂x
variables and/or their functions and constants. If there is
only one independent variable, the corresponding equation ∂4u ∂2u ∂4u
is called an ordinary differential equation. If the number of 10. + 6 2 2 + 4 = e3 xy
∂x 4 ∂x ∂y ∂y
independent variables is more than one, the corresponding
equation is called a partial differential equation. We note that in the given examples, Eqs. (1) to (6) are
ordinary differential equations while Eqs. (7) to (10) are
Examples: partial differential equations. We refer to these examples
dy later on in next chapter.
1. = x 4 + e− x + y
dx
2
Certain Geometrical Results may also be
d2 y  dy  Expressed as Differential Equations
2. x2 + 3   + 3 y 4 x = sin x + 6
dx 2  dx 
Illustration 1 Consider a family of parallel lines. All these
dy lines have the same slope. If k represents the slope, we may
3. + 5 y = x 3 − tan x
dx interpret the family of parallel lines as curves having the
d2 y dy
4. + 4y = 0 same slope. As represents the slope of the tangent to
dx 2 dx
2 4 a curve at any point (x, y), we may say that the differential
 d3 y   dy  dy
5.  3  + 5   + e 2 xy = 6 equation = k represents a family of parallel lines.
 dx   dx  dx

Chapter 02.indd 33 5/31/2017 12:38:48 PM

 2.34  |  Part II  ■  Engineering Mathematics

dy dn y d n −1 y d n−2 y
Illustration 2  The differential equation y = k (a constant) P0 + P1 n −1 + P2 n − 2 + 
dx dx n
dx dx
may be said to represent the family of curves having the
dy
length of subnormal equal k at every point (x, y) on the + Pn −1 + Pn y = Q
curve. (We may note that the family of curves is the family dx
of parabolas). Our study is confined to ordinary differential where P0, P1, P2, . . ., Pn, Q are functions of x or constants.
equations. In what follows, differential equation means If an equation is not linear, it is called a non-linear differ-
­ordinary differential equations. ential equation. In examples, 1, 3, 4, 6 are linear differential
equations, while examples 2 and 5 are non-linear differential
equations.
Order of a Differential Equation
It is defined as the order of the highest derivative present in Solution of a Differential Equation
the equation. Examples (1), (3) are of first order; (2), (4) are A function y = f(x) or F(x, y) = 0 is called a solution of
of second order and (5), (6) are of third. a given differential equation if it is defined and differenti-
able (as many times as the order of the given differential
Degree of a Differential Equation equation) throughout the interval where the equation is
The degree of a differential equation is defined as the degree valid, and is such that the equation becomes an identity
of the highest order derivative present in the equation. (It dy d 2 y
when y, , 2 ,… are replaced by f(x), f ′(x), f ″(x), …
is assumed that the various order differential co-efficients dx dx
or derivatives present in the equation are made free from respectively.
dy d 2 y
fractional powers). [In the case of F (x, y) = 0 one has to get , , … by
dx dx 2  
Examples  (1), (2), (3), (4), (6) are of first degree while successive differentiation of F(x, y) = 0 with respect to x].
Example (5) is of second degree.
Examples:
Consider the differential equation,
dy
1. y = e7x is a solution of  = 7 y, since on substitution
  dy  2 5/ 2 dx
d3 y
1 +    =4 . of y = e7x, both left and right sides of the differ-
  dx   dx 3 ential equation become identical. We find that
−1
Taking the square on both sides (to free it from fractional y = e 7 x , 3e 7 x , e 7 x or, in general, y = Ce7x, where
powers), the differential equation is 2
C is an arbitrary constant represents solutions of
5
  dy 2   d3 y 
2 dy
= 7 y.
1 +    = 16  3  . dx
  dx    dx 
2. y – x = 4 is a solution of the differential equation
2 2

This is a third order second degree differential equation. dy x

= . Also, y2 – x2 = 5, y2 – x2 = –10, … or, in gen-
dx y
Linear Differential Equation eral, y2 – x2 = C where C is an arbitrary constant repre-
If, in a differential equation, the dependent variable and the dy x
sents solutions of = .
derivatives appear only in the first degree and there is no dx y
term involving products of the above or containing func- In both the above examples, we could represent the solu-
tions of the dependent variable, it is called linear differen- tions of the differential equations which involve an arbitrary
tial equation. constant denoted by C. We now define the general solution
dy of a first order differential equation.
1. + Py = Q (where P and Q are functions of only x) is
dx The general solution of a first order differential equa-
an example of a first order linear differential equation. tion is a relation between x and y involving one arbitrary
d2 y dy constant such that the differential equation is satisfied by
2. + P + Qy = R ,where P, Q, R are functions of this relation or, the general solution of a first order differen-
dx 2 dx
2 tial equation is a one parameter family of curves where the
d y dy
only x; 2 + a1 + a2 y = f ( x ),where a1, a2 are con- parameter is the arbitrary constant. By assigning particu-
dx dx lar values to the arbitrary constant, we generate particular
stants and f (x) is a function of x are examples of sec- solutions of the equation.
ond order linear differential equations. In Example (1) y = Ce7x represents the general solu-
Similarly, we can have nth order linear differential dy
tion of the differential equation = 7 y and the solutions
equation. dx

Chapter 02.indd 34 5/31/2017 12:38:49 PM

 Chapter 2  ■  Ordinary Differential Equations  |  2.35

y = e7x, y = 3e7x, … are its particular solutions. The general solu- SOLVED EXAMPLES
tion represents a family of exponential curves.
In Example (2) y2 – x2 = C represents the general solu- Example 1
dy x
tion of the differential equation = and the solutions Form the differential equation representing the one-
dx y parameter family of curves
y2 – x2 = 4, y2 – x2 = 5, … are its particular solutions. The
general solution in this case represents a family of rectan- x3 – Ay = 0.
gular hyperbolas.
Solution
3. y = 2e–3x + 5e6x is a solution of the second order differ-
d2 y dy Given, x3 – Ay = 0 (1)
ential equation − 3 − 18 y = 0.  Ay = x3
dx 2 dx
(which can be verified by actual substitution). Also, dy 3x 2
y = 4e–3x – 10e6x, e–3x + e6x, … or, in general, y = Ae–3x  A = 3x 2 ⇒ A=  (2)
dx dy
+ Be6x where A and B are arbitrary constants represents dx
d2 y dy
solution of 2
− 3 − 18 y = 0. Substituting A in the Eq. (1),
dx dx we have
4. y = 2 cos 4x + 3 sin 4x or, in general, y = A cos 4x + B
sin 4x where A and B are arbitrary constants represents 3x 2 dy
x3 − ⋅y=0 ⇒ x − 3 y = 0.
d2 y dy dx
solutions of + 16 y = 0.
dx 2 dx
In Example (3), the general solution is y = Ae–3x + Be6x and
in Example (4), the general solution is y = A cos 4x + B sin 4x. Example 2
By assigning particular values to the arbitrary constants Obtain the differential equation of all the circles in the first
one can generate particular solutions. quadrant, which touch the co-ordinate axes.
From Examples (3) and (4), we infer that the general
solution of a second order differential equation is a relation Solution
between x and y involving two arbitrary constants such that The equation of any circle in the first quadrant, which
the differential equation is satisfied by this relation or the touches the co-ordinate axes may be represented as (x – h)2
general solution of a second order differential equation is + (y – h)2 = h2.
a two-parameter family of curves where the parameters are Differentiating with respect to x,
the arbitrary constants.
dy
To sum up, the general solution of an nth order differ- 2( x − h) + 2( y − h) =0
ential equation is a relation between x and y involving n dx
dy
arbitrary constants, such that the differential equation is sat- x+ y
isfied by this relation or the general solution of an nth order or h = dx
differential equation is an n-parameter family of curves  dy 
1 + dx 
where the parameters are the arbitrary constants. For the  
first and second order differential equations, we have Substituting the above expression for h in the equation
First Order Equation of the circle
One parameter family of curves:  dy  
2
dy  
2
dy 
2

Representation: Relation between x and y involving one  x+ y   x+ y   x + y dx 

dx dx
arbitrary constant, say C. x−  + y−  = 
 dy   dy   dy 
1+   1 +   1 + 
Eliminate: Eliminate C to obtain a DE representing the  dx   dx   dx 
given curve. 2 2
 dy   dy 
Second Order Equation or ( x − y)2   + ( x − y)2 =  x + y 
 dx   dx 
Two-parameter family of curves:
Representation: Relation between x and y involving two   dy 2    dy  
2
or ( x − y ) 2 1 +    =  x + y    .
arbitrary constants, say A and B   dx     dx  
Elimination: Eliminate A and B to obtain a DE representing
the two-parameter family of curves. Initial Value Problems  A first order differential equation
We shall work out a few examples to illustrate the forma- with a condition that y = y0 when x = x0 [written as y(x0)
tion of differential equations. = y0] is known as an initial value problem. For example,

Chapter 02.indd 35 5/31/2017 12:38:51 PM

 2.36  |  Part II  ■  Engineering Mathematics

dy x Integrating on both sides,

=
1. = ; y ( 0) 1
dx y
1  1 
2.
dy
+ 2 xy = x 3 ; y(1) = 6
∫  y − y  dy + ∫  x + x  dx = 0
dx
y2 x2
dy 3 y log y − + log x + = log C
3. + = e x ; y ( 0) = 4 2 2
dx x
 y2 − x2 
To solve such problems, we first obtain the general solu- xy y 2 − x 2 xy  
loge = ⇒ = e 2 
tion and find that particular value of the arbitrary constant in   C 2 C
the general solution which satisfies the condition y(x0) = y0.  y2 − x2 
This means that the solution of an initial value problem is a  
⇒ xy = Ce 2 
particular solution of the given differential equation.
First Order First Degree Equations  The general form of Example 5
dy Solve the initial value problem
the equation will be = f ( x, y ).
dx dy
=
y2 x=
2 y3 ,
e y(1) (0)
Separable Equations (or Variables Separable Type)  Here, dx
the given differential equation can be reduced to the form Solution
dy
f (y)dy = g(x)dx. [Recall that may be thought as the ratio dy
Given: y 2 = x 2e y
3
dx
of the differential of y to the differential of x]. Direct inte- dx
gration of the relation with respect to the variable on each y 2 e − y dy = x 2 dx.
3

side gives general solution or, in other words, the general

∫ y 2 e − y dy = ∫ x 2 dx
3
solution of the differential equation above may be written as
∫f(y) dy = ∫g(x) dx + C, where C is an arbitrary constant.
Let e − y = t ⇒ e − y ⋅ − 3 y 2 dy = dt
3 3

Example 3
1
3∫
− dt = ∫ x 2 dx
dy 1 + y2
Solve:  = .
dx 1 + x2 −1 x3
t= +c
Solution 3 3
dy 1 + y2 1 3 x3
          = − e− y = + c.
dx 1 + x2 3 3
1 1 Given: When x = 1, y = 0;
dy = dx
1 + y2 1 + x2 1 1
− e° = + c
3 3
Integrating on both sides,
2
1 1 c=−
∫ 1+ y2
dy = ∫
1 + x2
dx. 3
1 3 x3 2
∴ The solution is − e − y = − .
  sinh y = sinh x + c.
–1 –1
3 3 3
Example 4 x3 + e–y3 – 2 = 0.
dy
Solve: ( x − xy 2 ) + ( y + x 2 y ) = 0. Homogeneous Differential Equations
dx
Homogeneous differential equation will be of the form f (x,
Solution y)dy = g(x, y)dx, where f (x, y) and g(x, y) are homogeneous
dy ­functions in x and y of the same degree.
( x − xy 2 ) + ( y + x 2 y) = 0
dx
 (x – xy2) dy + (y + x2y) dx = 0 Definition
A function F(x, y) in x and y is a homogeneous function in
x(1 – y2) dy + y (1 + x2) dx = 0
x and y of degree n(n, a rational number), if F(x, y) can be
1 − y2 1 + x2  y x
dy + dx = 0 expressed as x nφ   or y nψ   .
y x x  y

Chapter 02.indd 36 5/31/2017 12:38:54 PM

 Chapter 2  ■  Ordinary Differential Equations  |  2.37

 4 y y3  Solution
1. x 3 + 4 x 2 y − y 3 = x 3 1 + −   is a homogeneous
x x3  dy  y
 Given: x = y + x sin  
function in x and y of degree 3. dx x
 y dy y  y
2. x 3 tan    is a homogeneous function in x and y of = + sin   (1)
x
dx x x
degree 3. dy dv
Put y = vx, =v+x .
x+ y dx dx
3. is a homogeneous function in x and y of
2x − 3y Substituting in (1) we get,
degree 0. We change the dependent variable y to v by
dv
dy dv v+x = v + sin v
the substitution y = vx. Then, =v+x . dx
dx dx
dy xdv 1 1
On substitution y and in the given homogeneous ⇒ = sin v ⇒ dv = dx
dx dx sin v x
equation, it reduces to the variables separable form. 1
= ∫ cosec v dv = ∫ dx
x
Example 6 ⇒  log (cosec v – cot v) = log x + log c
dy ⇒ cosec  v – cot v = cx
Solve: x 2 = x 2 + 7 xy + 9 y 2 .
dx
 y  y
cosec   − cot   = cx.
Solution x x
dy
x2 = x 2 + 7 xy + 9 y 2
dx Example 8
2
dy 7y  y Solve 3y2 dx + (2xy + 3x2) dy = 0.
= 1+ + 9 
dx x x
Solution
dy dv
Put y = xv ⇒ =v+ 3y2 dx + (2xy + 3x2) dy = 0.
dx dx
dy −3 y 2
dv =
v+ = 1 + 7v + 9v 2 dx 2 xy + 3 x 2
dx
dy dv
dv Put y = vx ⇒ =v+x
x = 9v 2 + 6 v + 1 dx dx
dx
dv −3v 2
v+x =
1 1 dx 2v + 3
dv = dx
9v + 6 v + 1
2 x dv −3v 2
x = −v
Integrating on both sides, dx 2v + 3
1 1 dv −3v 2 − 2v 2 − 3v
x =
∫ 9v 2 + 6v + 1 dv = ∫ x dx dx 2v + 3

1 1 1 2v + 3 1
dv = dx
∫ (3v + 1)2 dv = ∫ x dx − 3(3v + 1) = log x + log c −5v − 3v
2 x
2v + 3 1
1 −x ⇒ dv + dx = 0
=− = loge cx = = loge cx v(5v + 3) x
 3y  9 y + 3x
3  + 1 Integrating on both sides,
 x 
1 3  1
where C is an arbitrary constant. ⇒ ∫  v − 5v + 3  dv + ∫ x dx = 0
Example 7 3
⇒ log v − log (5v + 3) + log x = log c.
dy  y 5
Solve x = y + x sin  
dx x  ⇒  5 log v –3 log (5v + 3) + 5 log x = 5 log c.

Chapter 02.indd 37 5/31/2017 12:38:58 PM

 2.38  |  Part II  ■  Engineering Mathematics

v5 Example 10
⇒ log x 5 = log c5 Find the solution of (ey + 1) cot x dx + ey log(sin x) dy = 0.
(5v + 3)3
y5 Solution
⇒ 3
= c1 , where c1 = c5
 y  Given (e y + 1)cot x dx + e y log (sin x)dy = 0
 5 x + 3
  Let M = (e y + 1)cot x and N = e y log (sin x)
y5 x3 ∂M ∂N
⇒ = c1 ⇒ x 3 y 5 = c1 (5 y + 3 x )3 = e y cot x and = e y cot x
(5 y + 3 x )3 ∂y ∂x

Exact Differential Equations ∂M ∂N

∴ =
If M, as well as N, is a function in x and y, then the equation ∂y ∂x
Mdx + Ndy = 0 is said to be an exact differential equation if  ∴  The given equation is exact.
there exists a function f (x, y) such that The solution is
x
d(f (x, y)) = Mdx + Ndy.
∂f ∂f ∫ Mdx + ∫ (the terms of N not containing x)dy = C
That is,   dx + dy = Mdx + Ndy x
∂x ∂y
Example:  3x ydx + x dy = 0 is an exact differential equation
2 3
∴ ∫ (e y + 1) cot x dx + ∫ 0 dy = C
since there exists a function x3y such that     (ey + 1) log (sin x) = C
d(x3 y) = 3x2ydx + x3dy Integrating factors: Let us say M(x, y)dx + N(x, y) dy = 0
The necessary and sufficient condition for an equa- be a non-exact differential equation. If it can be made exact
tion of the form Mdx + Ndy = 0 to be an exact equation is by multiplying it by a suitable function µ(x, y), then µ(x, y)
∂M ∂N is called an integrating factor.
= .
∂y ∂x
The solution of the exact differential equation Methods to Find the Integrating Factors
Mdx + Ndy = 0 is U + ∫ φ ( y ) dy = C Method 1
If Mdx + Ndy = 0 is a homogeneous differential equation
∂u
where U = ∫ Mdx and φ ( y ) = N − 1
∂y and Mx + Ny ≠ 0, then  is an integrating factor of
x Mx + Ny
Or ∫ Mdx + ∫  (terms of N not containing x)dy = C Mdx + Ndy = 0
x
Here ∫ Mdx denotes integration of M with respect to x Example 11
treating y as a constant. Find the solution of (x + 2y)dx + (y – 2x) dy = 0.
Example 9
Solution
Find the solution of
Here M = x + 2y and N = y – 2x
(3x – 2y + 5) dx + (3y – 2x + 7)dy = 0.
∂M ∂N
Solution =2 = −2
∂y ∂x
M = 3x – 2y + 5, N = 3y – 2x + 7
∂M ∂N
∂M ∂N ∂M ∂N ≠
= −2 = −2. = ∂y ∂x
∂y ∂x ∂y ∂x
∴ The given equation is exact. The above equation is not an exact equation.
But M and N are homogeneous functions
The solution is
x
1
∫ Mdx + ∫(the terms of N not containing x) dy = C ∴ The integrating factor =
Mx + Ny
x
(x + 2y)x + (y – 2x)y = x2 + y2 (1)
∫ (3x − 2 y + 5) dx + ∫ (3 y + 7) dy = C
3x 2 3y2 1
− 2 yx + 5 x + + 7y = C Now by multiplying Eq. (1) by , it become an
2 2 x2 + y2
exact equation.

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 Chapter 2  ■  Ordinary Differential Equations  |  2.39

 x + 2y   y − 2x  1  ∂M ∂N  1
 2  dx +  2  dy = 0 − = [−2 y − 2 y ]
x +y
2
 x +y
2
 N  ∂y ∂x  2 xy
−2
The solution is U + ∫ φ ( y ) dy = C = = f ( x)
x
x Integrating factor (IF)
x + 2y
U = ∫ M1dx, where M1 =
x2 + y2 = e ∫ f ( x ) dx
−2 1
1
= e∫
dx log
= e∫ −
2 log x
x
x + 2y x =e x2 =
=∫ 2 dx x2
x + y2 1
∴  Multiplying the given equation with 2 , we get
x 1 x
=∫ dx + 2 y ∫ 2 dx  x2 − y2  2 xy
x2 + y2 x + y2  2  dx + dy = 0
 x  x2
1 1 x  x2 − y2  y
= log( x 2 + y 2 ) + 2 y tan −1    2  dx + 2 dy = 0 (2)
2 y  y  x  x
x2 − y2 2y
1 x M1 = and N1 =
= log ( x 2 + y 2 ) + 2 tan −1   x2 x
2  y ∂M1 −2 y ∂N1 −2 y
y − 2x = 2 , and = 2
Since in N1 = 2  there is no term independent of x, ∂y x ∂x x
x + y2
the solution is ∂M1 ∂N1
=
∂y ∂x
1 x
log ( x 2 + y 2 ) + 2 tan −1   = C ∴  Eq. (2) is an exact equation and its solution is
2  y x

Method 2
∫ M1dx + ∫ (the terms of N1 not containing x) dy = C
x 2
x − y2
If the differential equation Mdx + Ndy = 0 is of the form ∫
x2
dx + ∫ 0 dy = C
1 x
y2 y2
y, f(xy)dx + x g(xy)dy = 0 and Mx – Ny ≠ 0, then is ⇒ ∫ 1 − 2 dx = C ⇒ x + = C.
Mx − Ny x x
an integrating factor of Mdx + Ndy = 0.
Example 13
Method 3 Find the solution of xy 2dx + ( y + y2)dy = 0.
In the equation Mdx + Ndy = 0, Solution
1  ∂M ∂N  Given xy2dx + ( y + y2)dy = 0 (1)
= f ( x ), then e ∫
f ( x ) dx
if  −  is an integrating
⋅
Mdx + Ndy = 0
N  ∂y ∂x 
factor of the given equation. M = xy2;  N = y + y 2
∂M ∂N
1  ∂N ∂M  = 2 xy and =0
Similarly if − = g ( y ) then e ∫g ( y ) dy is an ∂y ∂x
M  ∂x ∂y 
∂M ∂N
integrating factor of the given equation. ≠
∂y ∂x
Example 12 1  ∂N ∂M  1
− = [−2 xy ]
Find the solution (x2 – y2)dx + 2xy dy = 0. M  ∂x ∂y  xy 2
Solution −2
= = g( y)
Given (x2 – y2)dx + 2xy dy = 0 (1) y
M = x – y and N = 2xy
2 2 Integrating factor is e∫g(y)dy
−2 1
∂M ∂N ∫ dy log 1
= −2 y and = 2y =e y = e −2 log y dy = e y2 =
∂y ∂x y2

∂M ∂N 1 xy 2 dx  y + y 2 
≠ Multiplying Eq. (1) by , we get + 2 
dy = 0
∂y ∂x y2 y2  y 

Chapter 02.indd 39 5/31/2017 12:39:04 PM

 2.40  |  Part II  ■  Engineering Mathematics

1  Here, P = cot x, Q = cosec x.

xdx +  + 1 dy = 0
y  ∫ Pdx = ∫cot x dx = log (sin x)
x2  IF = e ∫Pdx = elog sin x = sin x.
Integrating on both sides we get  + log y + y = C ∴ The general solution is y ⋅ IF = ∫QIF dx + c
2
y sin x = ∫cosec x . sin x dx + c
Linear Equations y sin x = ∫dx + c
dy y sin x = x + c.
Consider the linear differential equation + Py = Q (1)
dx
Example 15
where P and Q are functions of only x. We explain below,
how such equations can be solved. Consider the equation dy
Solve (1 + x 4 ) + 4 x 3 y = sin 3 x.
dx
dy
   + Py = 0 (2) Solution
dx
The Eq. (2) is called the homogeneous linear equation corre- dy
Given: (1 + x 4 ) + 4 x 3 y = sin 3 x
sponding to Eq. (1). We find the general solution of Eq. (2). dx
Eq. (2) is a variables separable type. We write it as dy 4 x 3 sin 3 x
+ y=
dy dx 1 + x 4
1 + x4
= − Pdx.
y It is a linear differential equation in y.
Integrating the above equation given. 4 x3 sin 3 x
Here, P = and Q =
log y = – ∫Pdx+ log C or y = Ce–∫Pdx(3) 1 + x4 1 + x4
4 x3
This represents the general solution of Eq. (2). ∫ Pdx = ∫ 1 + x 4 dx = log(1 + x 4 )
Eq. (3) may also be written as ye ∫Pdx = c.
IF = e ∫ pdx = e log(1+ x ) = 1 + x 4
4

d
Now, ( ye ∫ Pdx ) = 0 General solution
dx
dy Pdx  dy  y ⋅ IF = ∫Q ⋅ IF dx + c.
That is, e ∫ Pdx + ye ∫ × P = 0 or e ∫  + Py  = 0.
Pdx
dx  dx  sin 3 x
y(1 + x 4 ) = ∫ (1 + x 4 ) dx + c
This means that if we multiply both sides of Eq. (2) by 1 + x4
e∫Pdx, the product 3 sin x − sin 3 x
= ∫ sin 3 x dx + C = ∫ dx + c
 dy  d
e ∫ Pdx  + Py  is {ye ∫Pdx}. The factor e ∫Pdx is called 4
 dx  dx cos 3 x 3
an integrating factor of Eq. (2). y(1 + x 4 ) = − cos x + c
12 4
Suppose we multiply both sides of Eq. (1) by e ∫Pdx, it is 12y(1 + x ) = cos3 x – 9 cos x + c
4

d d  d ∫ Pdx dx )Example 16

re­duced to ( ye ∫ Pdx ) = ( ∫ Qe ∫ Pdx dx ),since dx ( ∫ Qe = Qe ∫ Pdx  .
dx dx   dy 
Solve x 2  + y  = 4 x 2 + 8 − 2 y.
 d   dx 
since dx ( ∫ Qe
∫ Pdx
dx ) = Qe ∫ Pdx  . Hence, we get the general solution of Eq. (1) as
  ∫ Pdx
ye ∫ Pdx = C + ∫ Qe dx. Solution
 dy 
Given: x 2  + y  = 4 x 2 + 8 − 2 y
Example 14  dx 
dy dy 8 2y
Solve sin x + y cos x = 1. + y = 4+ 2 − 2
dx dx x x
Solution dy  2  8
+ y 1 + 2  = 4 + 2
dy dx  x  x
sin x+ y cos x = 1 2 8
dx Here, P = 1 + 2 and Q = 4 + 2
dy x x
+ (cot x ) y = cosec x. 2 2
dx
∫ Pdx = ∫ 1 + x 2 dx = x − x
This is a linear equation in y

Chapter 02.indd 40 5/31/2017 12:39:08 PM

 Chapter 2  ■  Ordinary Differential Equations  |  2.41

 2 x2
 x−  1
IF = = e ∫ Pdx e x  = 3 + Ce 2
y
General solution is y ⋅ IF = ∫Q ⋅ IFdx + c 1
2 2 y=
x−  8  x− x2
ye x = ∫  4 + 2  e x dx + c 3 + Ce 2
 x 
2
 2  x− Example 18
= 4 ∫ 1 + 2  e x dx + c
 x  dy y y
x−
2 Solve + log y = 3 (log y ) 2 .
(Put e x =t dx x x
2

x− 2  Solution
⇒ 1 + 2  dx = dt )
e x
 x  dy y log y y(log y ) 2
= 4 ∫ dt + c = 4t + c Given + =
dx x x3
The general solution is
1 dy 1 1 1
x−
2
x−
2 ⇒ 2
+ ⋅ = 3 (1)
ye x = 4e x +c y(log y ) dx x (log y ) x
1
Let  = u,  
Bernoulli’s Linear Equations log y
dy
An equation of the form + Py = Qy n is called Bernoulli’s Differenting wrt x
dx −1 1 dy du
linear equation, where P, Q are continuous functions in x. 2
⋅ =
(log y ) y dx dx
Example 17
∴  Eq. (1) becomes
dy
Solve + xy = − (3 xy 2 ). −du 1 1 du 1 −1
dx ⇒ + u= 3 ⇒ − u= 3
dx x x dx x x
Solution
It is a linear equation in u.
dy
Given + xy = − (3 xy 2 ) −1 −1
dx Here P = and Q = 3
Throughout the equation dividing with y2 we get x x
1
dy − ∫ dx 1
y −2 + xy −1 = −3 x (1) IF = e ∫ Pdx = e x = e − log x =
dx x
dy du ∴  Solution is u . IF = ∫QIFdx + c
Let y −1 = u ⇒ − y −2 =
dx dx 1 −1 1
u = ∫ 3 ⋅ dx + c
−du x x x
The Eq. (1) becomes + xu = −3 x
dx 1
u = − ∫ x − 4 dx + c
du x
− xu = 3 x
dx 1 1
= 3 +c
The above equation is a linear differential equation in u. (log y ) x 3 x
− x2
∴ IF = e ∫ Pdx = e − ∫ xdx = e 2
Second Order Linear Differential Equations
with Constant Co-efficients
∴  Solution is u ⋅ IF = ∫ QIF dx
The standard form of a second order linear differential equa-
− x2 − x2 tion with constant co-efficients is
u⋅e 2 =∫ 3 xe 2 dx.
d2 y dy
a02
+ a1 + a2 y = F ( x )(1)
−x2 dx dx
= − ∫ 3e −t dt when t = where a0, a1, a2 are real constants and F(x) is a function of
2
only x. The second order equation,
−3e −t
= = 3e −t d2 y dy
−1 a0 + a1 + a2 y = 0(2)
− x2 − x2 dx 2 dx
u⋅e 2 = 3e 2 +C represents the corresponding homogeneous equation.

Chapter 02.indd 41 5/31/2017 12:39:12 PM

 2.42  |  Part II  ■  Engineering Mathematics

Let y = u (x) represent the general solution of Eq. (2) Since the roots of the auxiliary equation are equal and
[u(x) will contain two arbitrary constants]. This means that each equal to m1, this reduces to
a0(D – m1)2 y = 0 or (D – m1)2 y = 0 (7)
d 2u du (since a0 ≠ 0)
a0 2
+ a1 + a2 u = 0 (3)
dx dx Let (D – m1)y = Y1(8)
Let y = v (x) represent a particular solution of the given Then, Eq. (7) becomes (D – m1)Y1 = 0. (9)
equation of Eq. (1). We have, then,
dY
d 2v dv Now, Eq. (9) is reduced to  1 − m1Y1 = 0, giving Y1 =
a0 2 + a1 + a2 v = F ( x )(4) C1em1x as the solution. dx
dx dx dy
Substituting in Eq. (8), − m1 y = c1e m1 x is a linear
Substituting y = u(x) + v(x) in Eq. (1), dx
equation. The general solution is given by ye–m1x = c2 + ∫c1em1x
d2 d × e − m1 x dx = c2 + c1 x
a0 2
(u + v ) + a1 (u + v ) + a2 (u + v )
dx dx
or     y = c2 e m1 x + c1 xe m1 x = e m1 x (c2 + c1 x )
 d 2u du   d 2v dv  where c1 and c2 are arbitrary constants.
=  a0 2 + a1 + a2 u  +  a0 2 + a1 + a2 v 
 dx dx   dx dx  Case 3:  Let the roots of (V) be complex. Let us assume the
= 0 + F(x) (by Eqs. (3) and (4)) roots as the conjugate pairs a ± ib. (The co-efficients a0, a1,
a2 being real, roots occur in conjugate pairs).
= F(x).
The general solution is y = c1e(α + iβ ) x + c2 e(α −iβ ) x
We infer that y = u(x) + v(x) is the general solution of
the Eq. (1). Thus, the general solution of Eq. (2) is the sum = c1eα x (cos β x + i sin β x ) + c2 eα x (cos β x − i sin β x )
of the general solution of the corresponding homogeneous
equation (2) and a particular solution of the given equation = ea x{(c1 + c2) cos b x + i(c1 – c2) sin b x}
(1). y = u(x) is called the complementary function of Eq. (2) = ea x{A1 cos b x + A2 sin b x).
and y = v(x) is called a particular integral of Eq. (1). The where A and B are arbitrary constants. We may now
general solution of Eq. (1) is given by y = u(x) + v(x). summarize the nature of the complementary function of
= [Complementary function] + [Particular integral] Eq. (1) as follows:
= CF + PI (in short). Roots of the Auxiliary Complementary Function of
Equation a0m 2 + a1m + a2 = 0 (1), or General Solution of (2)
To find the complementary function of Eq. (1) or to
obtain the general solution of the homogeneous equation Roots, real and distinct, say y = c1em1x + c2em2x
m1, m2
dy
(2):  As y = emx is a solution of  − my = 0,  we assume y = Roots, real and equal, say y = (c1 + c2 x)em1x
dx each equals m1
emx (for some value of m) to be a solution of Eq. (2).
Roots, complex, say a ± ib y = ea x{c1cos bx + c2 sin bx}
d2 d
Then, a0 2 (e mx ) + a1 (e mx ) + a2 e mx must be equal Roots, complex and y = e a x[(c1 + c2x) cos bx + (c3 +
dx dx repeated, say m1 = m2 = a + c4 x) sin b x
to zero (or) emx{a0 m2 + a1 m + a2} = 0. ib and m3 = m4 = a – ib
Since emx cannot be equal to zero, a0 m2 + a1 m + a2 = 0 (5)
Eq. (5) is called the auxiliary equation corresponding to Example 23
(1) [or (2)]. Eq. (5) is quadratic in m and gives two values
Obtain the complementary function of the equation 
for m, which may be real or complex.
d 2 y 7dy
Case 1:  Let the roots of Eq. (5) be real and distinct, say m1 − + 6 y = x4 .
= dx 2 dx
and m2  (m1 ≠ m2). Then, y e=m1 x and y e m2 x are two distinct
solutions of (2) or y = C1e 1 + C2 e 2 
mx mx
(6) Solution
(C1 and C2 are arbitrary constants) is the general solution d2 y dy
of (2) or the complementary function of (1). − 7 + 6 y = x4
dx 2 dx
Case 2:  Let the roots of (5) be real and equal and each ⇒ (D – 7D + 6) y = x
2 4

equals to m1. Auxiliary equation is m2 – 7m + 6 = 0

d d2 m = 1, 6.
Let ≡ D, ≡ D2 .
dx dx 2 ∴ The complementary function of the given equation.
Then Eq. (2) may be expressed as (a0 D2 + a1 D + a2) y = 0. y = c1 ex + c2 e6x.

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 Chapter 2  ■  Ordinary Differential Equations  |  2.43

Example 24 provided f (k) ≠ 0. f (k) reduces to zero when one or both

Obtain the general solution of the equation the roots of the auxiliary equation a0 m2 + a1m + a2 = 0, is k.
d2 y dy
− 10 ⋅ + 25 y = 0. 1. Suppose one of the roots is k. Then, f (D) = a0(D – k)
dx 2 dx (D – m0), where m0 ≠ k. Particular integral
Solution 1
= e kx
d2 y dy a0 ( D − k ) ( D − m0 )
Given:  − 10
+ 25 y = 0
dx 2 dx
1  1 
⇒ (D2 – 10 D + 25)y = 0 =  e kx 
D − k  a0 ( D − m0 ) 
Auxiliary equation is m2 – 10 m + 25 = 0
The roots are (m) = 5, 5 1 1
= e kx
a0 ( k − m0 ) ( D − k )
∴ The general solution of the equation is (c1 + c2x)e5x.

Example 25 1
Let e kx = X1
Obtain the complementary function of the equation (D − k)
d2 y dy dX1
2
− 6 ⋅ + 10 y = e3 x . Then ( D − k ) X1 = e kx or − kX 1 = e kx
dx dx dx
This is a linear equation and the particular solu-
Solution tion of the above equation is xekx. Therefore, particular
d2 y dy 1
Given:  − 6 ⋅ + 10 y = e3 x integral = xe kx .
dx 2 dx a0 ( k − m0 )
⇒           (D2 – 6D + 10)y = e3x 2. Suppose both the roots of the auxiliary equation are k.
Auxiliary equation is m2 – 6m + 10 = 0 Then, particular integral
1
6 ± 36 − 40 6 ± 2i = [e kx ]
m= = = 3±i a0 ( D − k ) 2
2 2
1  1 
∴ The complementary function is given by yc = e3x(c1cos x =  e kx 
+ c2sin x). a0 ( D − k )  ( D − k ) 
1
To find a particular integral of Eq. (1) or to find a particular = [ xe kx ],
solution of the Eq. (1): a0 ( D − k )
1
d2 y dy Use the result in (1) . Now, let ( xe kx ) = X 2
a0 2
+ a1 + a2 y = F ( x ) D−k
dx dx
dX 2
We have, therefore, (D – k) X2 = xekx or − kX 2 = xe kx
We may write the above as (a0D2 + a1D + a2) y = F(x) or dx
f (D) y = F(x) where f (D) stands for (a0D2 + a1D + a2). which is a linear equation.
Particular integral y is that function of x independent of x 2 kx
Particular solution is X 2 = e or, particular inte-
arbitrary constants such that f (D) on y or f (D) y yields F(x). 2
1 x 2 kx
This is symbolically represented as y = {F ( x )}. gral in this case is given by y = e .
f ( D) 2
Example 26
Case 1:  F(x) = ekx where k is a constant. Solve the differential equation:
We have D(ekx) = kekx, D2(ekx) = k2ekx … or, in general,
(D2 + 5D + 6)y = e–4x
 

g(D) (ekx) = g(k) ekx where g(D) is a polynomial in D, in

particular, f (D) {ekx} = f (k) ekx. Solution
(D2 + 5D + 6)y = e–4x
1
Since e kx is that function of x which when oper- Auxiliary equation is m2 + 5m + 6 = 0.
f ( D)
1 1 kx (m + 3) (m + 2) = 0.
ated by f (D) gives ekx, it is clear that e kx = e
f ( D) f (k ) ∴ Roots are m = –3, –2.

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 2.44  |  Part II  ■  Engineering Mathematics

Complementary function is c1e–3x + c2e–2x. Case 2: F(x) = sin kx or cos kx where k is a constant.
1 We have D{sin kx} = k cos kx
Particular integral = ⋅ e− 4 x
D 2 + 5D + 6  D2{sin kx} = – k2 sin kx
−4x
1 e
= e− 4 x = Similarly, D2{cos kx} = – k2 cos kx
(− 4) 2 + 5( − 4) + 6 2
If g(D2) is a polynomial in D2,
∴ General solution is
e− 4 x g(D2) {sin kx or cos kx} = g(–k2) sin kx or g(–k2) cos kx.
y= c1e −3 x + c2 e −2 x + .
2 1 1 1
Hence, sin kx = sin kx and  cos kx  
2
g( D ) g ( −k )
2 g( D 2 )
Example 27
1
Solve (3D2 – D – 10)y = 6e2x = cos kx,  provided g(–k2) ≠ 0.
g ( −k 2 )
Solution We shall illustrate the above technique by considering
Given (3D2 – D – 10)y = 6e2x two examples.
Auxiliary equation 3m2 - m - 10 = 0
−5 Example 29
m = 2, .
3 Find the particular integral of the equation (D2 + 16)y
∴ Complementary function is = cos 3x.
−5
x
CF = c1e 2 x + c2 e 3 Solution
1 1 1 cos 3 x
 PI  = 6e 2 x PI = cos 3 x = cos 3 x =
3D 2 − D − 10 D2 + 16 − (3) + 16
2 7
1
= 6e 2 x Example 30
( D − 2) (3D + 5)
Find the particular integral of the equation (D2 – 5D + 6) y
1  1  1 1 2x
=6  e2 x  = 6 e 1 = sin 3x.
D − 2  3D + 5  ( D − 2) 11
Solution
6 1 6
= e 2 x = xe 2 x 1
11 ( D − 2) 11 PI = sin 3 x
D 2 − 5D + 6
∴  General solution is
1
5
− x 6 = sin 3 x
y = c1e 2x
+ c2 e 3 + xe 2 x . −3 − 5 D + 6
2
11
1
Example 28 sin 3 x
−5 D − 3
Solve (D2 – 12D + 36)y = e6 x
5D − 3
Solution =− sin 3 x
(5 D + 3) (5 D − 3)
Given: (D 2 – 12D + 36) y = e6 x
Auxiliary equation is m2 – 12m + 36 = 0. (5 D − 3) 3 − 5D
= sin 3 x = sin 3 x
m2 – 12m + 36 = 0. − ( 25 D − 9)
2 25 × ( −9) − 9
m = 6, 6 1
Complementary function (CF) = (c1 + c2x)e6x = [(3 − 5 D ) sin 3 x ]
−234
1 1
PI = e6 x = e6 x −1
D2 − 12 D + 36 ( D − 6) 2 = [3 sin 3 x − 5 D(sin 3 x )]
234
x2 6x
= e −1
2! = [3 sin 3 x − 15 cos 3 x ]
234
∴ General solution is y = CF + PI
x2 6 x0 15 cos 3 x 3 sin 3 x
= (c1 + c2 x ) e6 x + e  PI = −
2! 234 234

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 Chapter 2  ■  Ordinary Differential Equations  |  2.45

NOTE ∴ CF = c1 cos 4x + c2 sin 4x

Suppose g(– k2) = 0. 1
PI = sin 4 x.
Let us discuss the technique of finding particular inte- D 2 + 16
gral in this case.
1 x
Suppose we have to find 2 [sin kx ]. =− cos 4 x
D + k2 2⋅4
By Euler’s formula, eikx = cos kx + i sin kx or sin kx
 1 x 
= imaginary part of eikx. ∵ 2 sin kx = − cos kx 
1  D +k 2 2kx 
Particular integral = 2 [sin kx ].
D + k2 x
1 = − cos 4 x
= Imaginary part of 2 (eikx ) 8
D + k2
General solution is y = CF + PI
1
= Imaginary part of eikx x
( D − ik ) ( D + ik ) = c1 cos 4 x + c2 sin 4 x − cos 4 x.
8
1  eikx 
= Imaginary part of  
D − ik  2ik  Cauchy’s Homogeneous Linear Equations
xeikx An equation of the form
= Imaginary part of
2ik n −1
dn y n −1 d y
x xn + p1 x +  pn y = Q( x ) (1)
= Imaginary part of (cos kx + i sin kx ) dx n
dx n −1
2ki
x where p1, p2, . . ., pn are constants is called Cauchy’s linear
= Imaginary part of ( − i cos kx + sin kx ) equation. To convert the above equation into linear differen­
2k
tial equation with constant co-efficients, we substitute x = ez
− x cos kx or z = log x.
= .
2k ∴ z = log x,

1 dz 1
Similarly, if we have to find [cos kx ]. ⇒ =
D2 + k2 dx x
1 dy dy dz
We write it as the real part of (eikx ) = ⋅
D + k2
2 dx dz dx
1 dy dy 1
= Real part of (eikx ) = ⋅
( D − ik )( D + ik ) dx dz x
x dy dy
= Real part of ( − i cos kx + sin kx ) =x
2k dz dx
x sin kx
= . d 2 y d  dy  d  1 dy 
2k =  =  ⋅ 
dx 2 dx  dx  dx  x dz 
1 −x
sin kx = cos kx −1 dy 1 d  dy 
D2 +k 2 2k = +  
x 2 dz x dx  dx 
1 x −1 dy 1 d  dy  dz
cos kx = sin kx = 2 +
D2 +k 2 2k  
x dz x dz  dz  dx
d 2 y −1 dy 1 d 2 y
Example 31 = +
dx 2 x 2 dz x 2 dz 2
Solve the equation (D2 + 16) y = sin 4x.
d 2 y d 2 y dy d  dy 
Solution x2 2
= 2 − =  − y
dx dz dz dz  dz 
Given: (D2 + 16) y = sin 4x
Auxiliary equation is m2 + 16 = 0 dy dy d2 y
Let =θ y ⇒ x = θ y, x 2 2 = θ (θ −1) y
m = ± 4i dz dx dx

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 2.46  |  Part II  ■  Engineering Mathematics

−1
d3 y e2 z  θ 3 + 9θ 2 + 28θ 
Similarly x 3 = θ (θ −1)(θ − 2) y, and so on.
dx 3 1 +  z
30  30 
Then Eq. (1) is changed into a linear differential equation.
e 2 z  θ 3 + 9θ 2 + 28θ 
We solve this by methods discussed earlier. = 1 − z
30  30 
Example 32
e2 z 28 2 z
d2 y dy = z− e
Solve x 2 2 + 3 x − 3 y = 0 30 (30) 2
dx dx
y = CF + PI
Solution
e2 z 28 2 z
Let x = ez or z = log x = C1e–z + e–z(C2 cos z + C3 sin z) + z− e
30 (30) 2
dy d2 y
Then x = θ y; x 2 2 = θ (θ −1) y C1 1 x 2 log x 28 2
dx dx = + (C2 cos(log x ) + C3 sin(log x )) + − x
x x 30 900
The above equation becomes
[θ (θ −1) + 3θ − 3] y = 0 Example 34

θ 2 + 2θ − 3 y = 0 d2 y dy
Solve ( 2 x − 1) + 2( 2 x − 1) − 100 y = 32( 2 x − 1) 2
dx 2 dx
Auxiliary equation is m2 + 2m – 3 = 0
⇒ (m + 3)(m – 1) = 0 Solution
⇒  m = –3, 1 Let 2x – 1 = u
∴   y = c1e–3z + c2ez du
2=
= c1x–3 + c2x. dx
dy dy du dy
Example 33 = ⋅ =2
dx du dx du
d3 y 2
2 d y + 8 dy + 2 = 2 log .
Solve x 3 + 6 x y x x d 2 y d  dy  d  dy 
dx 3 dx 2 dx =   = 2 
dx 2 dx  dx  dx  du 
Solution
d  dy  du d2 y
Put x = ez or z = log x. Then =2   ⋅ = 22 2
du  du  dx du
dy d2 y ∴ The given equation becomes
x = θ y, x 2 2 = θ (θ −1) y,
dx dx
d2 y dy
22 u 2 + 2 ⋅ 2u − 100 y = 32u 2
d3 y du 2 du
x3 = θ (θ −1)(θ − 2) y
dx 3 d2 y dy
u2 2 + u − 25 y = 8u 2
The given equation becomes   du du
dy d2 y
[q(q – 1) (q – 2) + 6q(q – 1) + 8q + 2]y = e2z ⋅ z Let u = e , u
z = 0; x 2 2 = θ (θ −1)
dx dx
(q 3 + 3q 2 + 4q + 2)y = e2z ⋅ z
  AE = m3 + 3m2 + 4m + 2 = 0 [θ (θ −1) + θ − 25] y = 8e 2 z
(m + 1)(m2 + 2m + 2) = 0 θ 2 − 25 y = 8e 2 z
m = – 1 or m = –1 ± i
AE = m2 – 25 = 0  ⇒  m = ±5
CF = C1e–z + e–z (C2cos z + C3sin z )
1 CF = C1e–5z + C2e5z
PI = ⋅ e2 z z
3 2
θ + 3θ + 4θ + 2 1 1 −8 2 z
PI = ⋅ 8e 2 z = 8.e 2 z 2 = e
θ 2 − 25 2 − 25 21
1
= e2 z z
(θ + 2 + 3(θ + 2) 2 + 4(θ + 2) + 2
)3 8 2z
y = CF + PI = C1e5z + C2e5z – e
21
1 8 2
= e2 z ⋅z = C1u −5 + C2 u 5 − u where u = (2x – 1).
θ3 + 9θ 2 + 28θ + 30 21

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 Chapter 2  ■  Ordinary Differential Equations  |  2.47

Method of Variation of Parameters ∴ y = yc + y p = C1 cos 2 x + C2 sin 2 x +

d2 y dy 1 1
An equation of the form 2
+ P( x)
+ Q( x ) y = R( x ), [log(cos 2 x )]cos 2 x + x sin 2 x.
dx dx 4 2
where P(x), Q(x) and R(x) are real valued functions of x, is
called the linear equation of the second order with variable Example 36
co-efficients. Solve the differential equation y″ + 4y′ + 4y = x3e2x
The above equation is solved by the method of variation
of parameters. Solution
The method is explained below: Given equation
d2 y dy (D2 + 4D + 4) y = x3 e2x
1. Find the solution of  2 + P + Qy = 0  and let the The auxiliary equation is
dx dx
solution be yc = C1U(x) + C2V(x) m2 + 4m + 4 = 0
(m + 2)2 = 0  ⇒  m = –2
2. Write particular solution as follows:
yC = C1 e–2x + C2xe–2x
yp = AU(x) + BV(x) Let U(x) = e–2x and V(x) = xe–2x
−VR yp = AU(x) + BV(x)
where A = ∫ dx
W VR UR
UR A = −∫ dx, B = ∫ dx
and B = ∫ dx W W
W dv du d d −2 x
W = u −v = e −2 x ( xe −2 x ) − xe −2 x (e )
U V dx dx dx dx
dV dU
where W = dU dV = U −V is called the = e −2 x e −2 x − 2 xe −2 x  + 2 xe −2 x e −2 x = e −4 x
dx dx
dx dx UR xe −2 x x 3 ⋅ e 2 x
Wronskian of U and V. A = −∫ dx = − ∫ dx
udv vdu e −4 x
3. Then the solution is yc + yp −
dx dx
i.e., y = C1U(x) + C2V(x) + AU(x) + BV(x) = − ∫ x 4 e 4 x dx
Example 35
e 4 x x 3e 4 x x 2e4 x xe 4 x e4 x
Solve the differential equation (D2 + 4)y = sec 2x by varia- = −x4 + −3 +6 −6
4 4 16 16 × 4 16 × 16
tion of parameters.
UR e −2 x x 3e 2 x
Solution B=∫ dx = ∫ dx = ∫ x 3e 4 x dx
W e −4 x
Given (D2 + 4)y = sec 2x e4 x 3  2 e4 x xe 4 x e 4 x 
AE = m2 + 4 = 0  ⇒  m = ±2i = x3 − x −2 + 
4 4 4 16 32 
CF = yc = C1cos 2x + C2 sin 2x
y = yc + yp = AU(X) + BV(x) + C1e–2x + C2xe–2x
∴ U(x) = cos 2x; V(x) = sin 2x
e 2 x x 3e 2 x 3x 2 e 2 x
yp = AU(x) + BV(x) = C1e–2x + C2xe–2x – x4 + −
4 4 16
dV dU
W =U −V 6 xe 2 x 3e 2 x x 4 e 2 x 3 x 3e 2 x 3 3
dx dx + − + − + x 2e 2 x− x e2 x
d 64 3128 4 16 32 128
d
= cos 2 x (sin 2 x ) − sin 2 x ⋅ (cos 2 x )
dx dx 1 3 2 x 3 2 2 x 9 xe 2 x 9 2x
= C1e −2 x + C2 xe −2 x − x e − xe − + e
= 2cos2 2x + 2 sin2 2x = 2 16 32 128 128 128
VR sin 2 x ⋅ sec 2 x
A = −∫ dx = − ∫ dx
  W 2 Laplace Transforms
tan 2 x 1 Let f(t) be a given function defined for all t ≥ 0. The Laplace
= −∫ dx = log(cos 2 x )
2 4 transform of F(t) is denoted by L{f(t)} or L{f} and is defined
∞
UR cos 2 x ⋅ sec 2 x 1
B=∫ dx = ∫ dx = x as L{f(t)} = ∫ e − st f (t )dt = F ( s).
     W 2 2
0
1 1 Here L is Laplace transform operator. f(t) is the deter-
∴ y p = [log(cos 2 x )] ⋅ cos 2 x + x sin 2 x
4 2 mining function depends on it. F(s) is the function to be

Chapter 02.indd 47 5/31/2017 12:39:34 PM

 2.48  |  Part II  ■  Engineering Mathematics

determined called generating function. e − st is called kernel Solution

of the transform. As the given function is not defined at t = 0, 1 and 2
Some standard results of Laplace transforms are given ∞
below. L{ f (t )} = ∫ e − st ⋅ F (t )dt
1
{ }
0
1. L e at = ,s>a
s−a 1 2 ∞
 = ∫ e − st ⋅ 0 dt + ∫ e − st ⋅1dt + ∫ e − st ⋅ tdt
1
{ }
2. L e − at =
s+a
, 0 1 2

2 ∞
k  = ∫ e − st dt + ∫ e − st ⋅ tdt
3. (a) Let k be a constant L {k } =
s 1 2
2 ∞ ∞
1 e − st e − st e − st
(b)  L {1} = , s > 0 = ]∫ + t ⋅ ]∫ − ∫ ⋅ dt
s −s 1
−s 2 2 −s
n!
{ }
∞
4. L t n = ,s>0 e −2 s e − s 2e −2 s 1 e − st 
s n +1 =− + + + 
s s s s −s  2
s
5. L {cos at} = ,s>0 −e −2 s e − s e −2 s 1 −2 s
s2 + a2 = + +2 + 2e
s s s s
a
6. L {sin at} = ,s>0 e −2 s  1  e − s
s2 + a2 = 1 +  + .
s  s s
s
7. L {cosh at} = ,s> a
s2 − a2 Example 39
a Find the Laplace transform of the function
8. L {sinh at} = ,s> a
e − st  e − st 
2 ∞ ∞ − st
s2 − a2 e
f (t) = sin 2t, 0 < t < p =  ∫ +t ⋅  ∫ −∫ ⋅ dt
− s  1 − s  2 2 − s
    

n!
9. L{t n ⋅ e at } = , n∈ Z+
( s − a) n +1       = 0, t > p
       

∞
1  Solution
10. L  f (t )  = ∫ F ( s) ds ∞
t  s
L{f (t)} = ∫ e − st f (t )dt
0
Example 37 π ∞
Find the Laplace transform of the function = ∫ e − st ⋅ sin 2tdt + ∫ e − st ⋅ 0 dt
0 π
f ( x ) = 5e 2 x + 7e −3 x π
= ∫ e − st sin 2tdt
Solution 0

L{ f ( x )} = L(5e 2 x + 7e −3 x ) e − st
= [− s sin 2t − 2 cos 2t ]]π0
 = 5L(e2x) + 7L(e–3x) s2 + 4
1 1 2(1 − e −π s )
L{ f (t )} = 5 ⋅ + 7⋅ = .
s−2 s+3 s2 + 4
5 7
   = + ⋅
s−2 s+3 Example 40
Example 37 Find the Laplace transform of the function f (t) = (sin t + cos t)2
Find L{f (t)} where Solution
f (t) = 0, 0 < t < 1 L{(sint + cost)2} = L{1 + sin2t} = L{1} + L{sin2t} =
= 1, 1 < t <2 1 2
+ 2
= t, t > 2. s s +4

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 Chapter 2  ■  Ordinary Differential Equations  |  2.49

Some important (theorems) properties of Laplace (using multiplication theorem)

transforms:
−1  −1 ( s 2 + 4) − s( 2 s) 
1. Linear property: Let f and g be any two functions of  L{t sin2t} =  − 
2  s2 ( s 2 + 4) 
t and a1, a2 are constants, then L{a1f(t) + a2g(t)} = a1L
{f(t)} + a2L{g(t)} 1 4 − s2
 = +
2s 2 2( s 2 + 4) 2
2. First shifting property: If L {f(t)} = F(s) then L {eat
f (t) = F(s – a) 1 4 − ( s + 2) 2
L{e −2t ⋅ t sin 2 t} = +
s−a 2( s + 2) 2
2[( s + 2) 2 + 4]2
Example: L {eat cos ct} =
( s − a) 2 + c 2 (using shifting property)
3. Change of scale property: If L{ f(t)} = F(s) then 1 4s + s2
1 s = − .
L{f(at)} = F   2( s + 2) 2 2( s 2 + 4 s + 8) 2
a a
Example: We know Example 42
1 sin 2t − cos 2t
L{e at } =
= F ( s) Find the Laplace transform of .
s−a t
1 s 1 1 1 b
Then L{be at } = F = = ⋅ Solution
|b|  b  b s b s − ab
−a 2 s
b L {sin2t – cos2t} = − 2
s2 +4 s +4
4. Differentiation theorem: If derivatives of f(t) are
continuous and L{f(t)} = F(s) then L {f ′(t)}= sF(s) – ∞
sin 2t − cos 2t  2 s 
f(0) and L{ }  = ∫  2 − 2 ds
t s
s +4 s +4
L{f  n(t)} = snF(s) – sn – 1 f(0) – sn–3 f ″(0)…. f  n–1(0) = (using division property)
n −1
snF(s) – ∑ s n −1− r ⋅ f r (0) (  f  r represents rth derivative 2  −1 s  1
∞
∞
r =0 =  tan  − [log( s + 4)]s
2
of f) 2 2 s 2
5. Multiplication theorem: If L{f(t)} = F(s) then L{t ⋅ π s 1
f(t)} = –F ′(s) = − tan −1 + log( s 2 + 4)
2 2 2
dn
and L{tn ⋅ f (t)} = ( −1) n n [ F ( s) ] s 1
= cot −1 + log( s 2 + 4).
ds 2 2
1 
6. Division theorem: If L{f(t)} = F(s), then L  f (t )  = Example 43
t 
∞ t
sin 2u
∫ F ( s)ds Find the Laplace transform of ∫
⋅

u
du.
s 0

7. Transforms of integrals (theorem) Solution

t
1 2
If L{f(t)} = F(s), then L{∫ f (u )du} = F ( s) L{sin 2u} =
s s2 + 4
0
∞
 sin 2u  2
Example 41
and  = ∫ 2 ds
 u  s s +4
Find the Laplace transform of te–2t sin2t.
(using division theorem)
Solution 2 −1 s 
∞
π s s
tan = − tan −1 = cot −1
1 1 1 s  2 2  s 2 2 2
L{sin 2 t} = L{1 − cos 2t} =  − 2 
2 2 s s + 4  t sin 2u  1 s
\   L ∫ du  = cot −1
d  1 1 s   0 u  s 2
\ L{t ⋅ sin 2 t} = ( −1)   − 2 
ds  2  s s + 4   (using transform of integral theorem).

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 2.50  |  Part II  ■  Engineering Mathematics

Inverse Laplace Transforms (c)  If L−1{F ( s)} = f (t ), then

If F(s) is the Laplace transform of the function f(t) i.e., L t
 F ( s) 
{f(t)} = F(s) then f(t) is called the inverse Laplace transform (i) L−1   = ∫ f (t )dt
of the function F(s) and is written as f(t) = L–1{F(s)}. Here  s  0
L–1 is called inverse Laplace transformation operator.
Some important standard results for inverse Laplace  F (S ) 
t t 
    (ii)  L−1  2  = ∫ ∫ f (t )dt  dt
transform.  s  00 
1 2. Convolution theorem: Let f(t) and g(t) be two
1. L−1   = 1
s functions and
L−1{F ( s)} = f (t ) and L−1{G ( s)} = f (t ), then
 1  tn
2. L−1  n +1  = where n is a positive integer t
 s  n!
L−1{F ( s) ⋅ G ( s)} = ∫ f ( x ) g (t − x )dx
 1  t n −1 0
or L−1  n  =
 s  ( n − 1)! It is denoted by f(t) * g(t) here * represents convolution.
 1  3. Unit step function: This function is defined as
3. L−1  =e
at
 s−a 0 t < a
u(t – a) = H(t – a) =  the Laplace transform
 1  e at t n −1 1 t ≥ a
4. L−1   = ( n − 1)! of H(t – a) = L {H(t – a)}
 ( s − a)
n
 ∞
e − as
 1  1 = ∫ e − st u(t − a)dt =
5. L−1  2  = sin at s
 s + a2  a 0

 s  NOTE
6. L−1  2  = cos at This is also called as Heavisides unit function
 s + a2 
 s  4. Periodic function: If f(t) is a periodic function with
7. L−1  2  = cos hat period a i.e., f (t + a) = f(t), then
 s − a2 
a
 1  1
8. L−1  2
 s − a2
 = sin hat
 a
∫ e − st f (t )dt
0
L{ f(t)} =

 1  1 at 1 − e − sa
9. L−1  2
= e sin bt G ( s)
 ( s − a ) 2
+ b  b 5. Using partial fractions: If F(s) is of the from
H ( s)
 s−a 
10. L−1  2 + 2
= e at cos bt where G and H are polynomials in S then break F(s)
 ( s − a ) b  into partial fractions and manipulate term by term.
 1  1 6. Heavisides expansion formula: Let F(s) and G(s)
11. L−1  2 2 2  = 3 (sin at – at cos at) be two polynomials in ‘s’ where F(s) has degree less
 ( s + a )  2a
than that of G(s). If G(s) has n distinct zeros ar, r = 1,
 s  1 2, 3, …., n
12. L−1  2 2 2  = t sin at
 ( s + a )  2a i.e., G(s) = (s – a1)(s – a2)…(s – an), then
To find the inverse Laplace transform we use the following  F ( S )  n F (α r ) α t
methods.
L−1  =∑ e r
 G ( S )  r =1 G ′(α r )
1. Using the following properties
(a) If L−1{F ( s)} = f (t ), than L−1{F ( s − a)} = e at f (t ) Transform of Special Functions
(b) If L−1{F ( s)} = f (t )) and f (0) = 0; then 7. Bessel function:
d x2 x4 x6
  (i)  L−1{sF ( s)} = ( f (t )) J0 (x) = 1 -
+ 2 2 − 2 2 2 +
dt 2 2 ⋅4 2 ⋅ 4 ⋅6
dn
    (ii)  L−1{s n F ( s)} = n ( f (t )) if f (0) = f 1(0) = 1
dt then L {J­0 (x)} =
f (n-1)(0) = 0 s2 +1

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 Chapter 2  ■  Ordinary Differential Equations  |  2.51

8. Error function: Error function is denoted as er f (t) Example 45

x  3s + 7 
2 Evaluate L-1  2 
er f ( x ) = ∫ e −t dt ,
2
 s − 2s − 3 
π 0
Solution
1
then L {er f ( x ) =  3( s − 1) + 10 
s s +1 L−1  
 ( s − 1) − 4 
2
9. Complex inversion (theorem) formula: If f(t) has a
continuous derivative and is of exponential order and  3( s − 1) 10 
= L−1  + 
 ( s − 1) − 4 ( s − 1) − 4 
2 2
L{f(t)} = F(s) then L-1 {F(s)} is given by
r + i∞  s −1  −1  1 
1 = 3L−1   + 10 L  ( s − 1) 2 − 4 
2π i r −∫i∞
f (t) = e st F ( s)ds, t > 0 and f (t) = 0 for t < 0
 ( s − 1) 2
− 4   
 s  t −1  1 
= 3et L−1  2  + 10e L  2 .
NOTES  s − 22   s − 22 
 1. The above result is also known as Bromwich’s = 3et cosh 2t + 5et sinh 2t = 4e3t - e-t
integral formula
 2. The integration is to be performed along a line Example 46
s = r in the complex plane where s = x + iy. The  1 
real number r is chosen so that p = r lies to the Evaluate L−1  2 
 s( s + 4 ) 
2
right of all the singularities.
Solution
10. The Gamma function: If n > 0, then the gamma 1 s 
∞ L−1  2 ⋅ 2 
 s ( s + 4) 
2
function is defined by G (n) = ∫ u n−1eu du
0 1 s
11. Exponential Integral: The exponential integral is Let F1(s) = and F2(s) = 2 so that
s 2 ( s + 4) 2
denoted by
∞ 1
e −u L-1 {F1(s)} = L-1  2  = t = f1(t)
Ei(t) = = ∫ du s 
t
u
 s 
and L-1{F2(s)} = L-1  2
Example 44  ( s 2 + 4 ) 
 e 2 −3s  t ⋅ sin 2t
Evaluate L−1  5/ 2 
= = = f 2 (t ) (say)
 ( s + 2)  4
\By convolution theorem, we have
Solution
1 s 
We have L−1  2 ⋅ 2 −1
 = L {F1 ( s) ⋅ F2 ( s)}
 s ( s + 4) 
2

 1  −2t −1  1 
L−1   = e L  5/ 2  t t
x 
 ( s + 2)  = ∫ f 2 ( x ) f1 (t − x )dx = ∫  sin 2 x (t − x )dx
5 / 2
s 
0 0  4 
5 3
−1 t t
t2 4t 2 e −2t t 1
    = e −2t
5
=
3 π
=
40∫ x sin 2 xdx − ∫ x 2 sin 2 xdx
40
Γ 
2 t
t x 1 
=  − cos 2 x + sin 2 x 
 e 2 −3s  e  −3 s
4 2 4 0
\ L−1  5/ 2 
= e 2 L−1  
 ( s + 2)   ( s + 2) 
5 / 2
t
1  x2 x 1 
  −  − cos 2 x + sin 2 x + cos 2 x 
4 4 2 2 4 0
= (t − 3)3/ 2 e −2( t − 4 ) ⋅ H (t − 3)
3 π 1
= (1 − t sin 2t − cos 2t )
(when expressed in terms of Heaviside’s unit step function) 16

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 2.52  |  Part II  ■  Engineering Mathematics

Application of Laplace transforms to solutions of dif- 9

ferential equations: Solution of ordinary differential equa- or  s2L{y} + s - 9 + 6s L{y} + 6 + 9L{y} =
s+3
tions with constant co-efficients:
Consider a linear differential equation with constant 9
co-efficients ⇒ (s2 + 6s + 9) L{y} = −s+3
s+3
(Dn + C1Dn-1 + C2Dn-2 +…+ (Cnt)y = F(t)(1)
where F(t) is a function of the independednt variable t 18 − s 2
Let y(0) = A1, y1 (0) = A2,..., y n-1 (0) = An-1(2) ( s + 3) 2 L{ y} =
s+3
be the given initial or boundary conditions where A1, A2 ...
An-1 are constants. 18 − s 2
L{ y} =
By taking the Lapalce transform on both sides of (1) and ( s + 3)3
using the conditions (2), we obtain an algebraic equation
known as subsidiary equation from which y(s) = L {y(t)} is  9 − ( s + 3) 2 + 6( s + 3) 
determined. The required solution is obtained by finding the ∴   y = L−1  
 ( s + 3)3 
inverse Laplace transform of y(s).
 9 − s2 + 6s 
Example 47   = e −3t L−1  
 s3 
Solve (D + 3)2 y = 9e-3t, y(0) = -1 and y′(0) = 9.
 9 1   1 
Solution   = e −t  L−1  3  − L−1   + 6 L−1  2 
   s  
s  s 
The given equation can be written as
(D2 + 6D + 9)y = 9e-3t  t2 
  y = e −3t  9 ⋅ − 1 + 6t 
applying Laplace transform we get  2! 

\ L{y″} + 6L{y′} + 9L{y} = 9L{e-3t} \ The required solution is

9 e −3t ( 2
or s2L{y} - sy(0) - y′(0) + 6[sL{y} - y (0)] + 9L{y} = y= 9t + 12t − 2 ) .
s+3 2

Exercises
d2 y 4. Find the solution of tan y sec2 x dx + tan x sec2ydy = 0
1. The order and degree of the DE 2 = n2y respectively π
dx when x = y = .
are
⋅

4
(A) 1, 2 (B) 1, 1 (A) tan x tan y = 1
(C) 2, 2 (D) 2, 1 (B) cot x tan y = 1
2. The differential equation whose solution is y = mx + (C) tan x cot y = 1
4 (D) cot x cot y = 1
, where ‘m’ is parameter is
m 5. The general solution of the DE, (ex + 1)ydy = (y + 1)
 dy  dy dy
2 exdx is
x  − y + 4
(A) = 0. (A) log (ex + 1) - log (y + 1) + c = 0
 
dx dx dx
2 (B) log (ex + 1) = y - log (y + 1) + c
 dy  dy
 dx  − dx + 4 = 0.
(B) (C) log (ex - 1) + log (y + 1) + c = 0
 
 ex 
dy
x − y + 4 = 0.
(D) log  =c
(C)
dx  y +1
2
 dy  dy dy
(D) x   + + 4 = 0. 6. Solve = | x|
 dx  dx dx
3. If y = c1 log x + c2 log c3 + c4 ex + c5 is the general solu- x2 x2
tion of a homogeneous linear differential equation, then y=
(A) + c (B) y= + x+c
2 2
the order of the equation is
−x | x | x | x|
(A) 2 (B) 3 (C) y= + c (D)
y= +c
(C) 4 (D) 5 2 2

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 Chapter 2  ■  Ordinary Differential Equations  |  2.53
dy
7. Solve ( x + y ) 2 −
= k2. dy
dx 15. The solution of (1 + x) - xy = 1 - x satisfying the
dx
y = tan–1 (x + y)
(A)
initial conditions at x = 0 and y = 1 is
x+ y (A) 1 + x = y + ex (B) y(1 + x) = x + ex
y = sin–1 
(B) +c
 k  (C) x + y = ex (D) x(1 + y) = cex
x+ y
y = k tan–1 
(C) +c Direction for questions 16 to 17:
 k 
dy
x+ y Consider the differential equation + y cot x = y 2 sin x
(D) y = cot–1  +c dx
 k 
dy 16. The integrating factor of the above equation is
8. The general solution of the DE, = (3 x + y + 1) 2 is (A) cosec x (B) sin x
dx
(C) cos x (D) sec x
(A) sec-1 (3x + y + 1) = x + c
π
1  3x + y + 1  17. The solution of the above equation when x = , y = 1 is
(B) tan-1   = x+c
⋅

2
3  3 
(C) tan-1 (3x + y + 1) = x + c π +2
y cosec x - x =
(A)
2
2  2x − y +1 
(D) tan-1   = x+c cosec x π +2
3  3  (B) +x=
y 2
dy x − y
9. The general solution of = is
dx x + y π −2
y cosec x + x =
(C)
x2 + xy + y2 = k (B)
(A) x2 - y2 = k 2
x - 2xy - y = k (D)
(C) 2 2
x2y2 = k cosec x π +2
(D) −x=
dy x − 2 y +1 y 2
10. The general solution of = is
dx 2 x − 4 y + 3 dy
(A) x2 - 4xy - 6y = c 18. The general solution of x + y = y2logx is
dx
(B) x2 - 4xy + 4y2 + 2x - 6y = c
y = log x + cx (B)
(A) y = x + c log x
(C) x2 + 4xy + 4y2 + 2x - 6y = c
(D) x2 + 4xy - x + 6y = c 1 1
(C) = 1 + cx (D) = 1 + cx + log x
11. The solution of the differential equation 2xy dy + (x2 + y y
y2 +1)dx = 0 is dy
(A) x3 + xy2 + 3x = c 19. Consider the differential equation cos y + 3 x 2 sin y
dx
(B) x3 + 3xy2 + x = c = x2.
x3 To convert the above equation into linear form the sub-
(C) + xy2 + x = c
3 stituted variable is
(D) 3x2 + y2 + 2x = c (A) z = cos y (B) z = cosec y
12. The general solution of yexydx + (xexy + 2y)dy = 0 is (C) z = sin y (D) z = sec y
(A) ex + y2 = c (B) exy + y2 = c 20. The solution of (aD + bD + c) y = 0 whose auxiliary
2

2 equation has its discriminant as zero and has 5 as one

(C) e y + xy = c (D) ey + xy = c
of its roots is
13. The solution of the differential equation (3xy + 2y2)dx
(A) y = c1e5x + c2e5x (B) y = c1ex+ c2ex
+ (x2 + 2xy)dy = 0 is
(A) x3y + x2y = c (B) x3y + x2y2 = c y = (c1 + c2x)e5x (D)
(C) y = c1 + c2 x
(C) x y +xy = c (D)
2 2
2xy(x + y) = c d3 y d2 y
21. Find the general solution of + 3 - 4y = 0.
14. The integrating factor of the equation (x2 + xy - y2)dx + dx 3 dx 2
(xy - x2)dy = 0 is
y = (c1 + c2x)ex + c3e–2x
(A)
1 1
(A) 2 (B) y = (c1 + c2x)e–2x + c3ex
(B)
x x3
y = (c1 + c2x)e2x + c3e–x
(C)
(C)
x2 (D) x3
y = (c1 + c2x)e–x + c3e2x
(D)

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 2.54  |  Part II  ■  Engineering Mathematics

22. The general solution of the differential equation 30. Solve the equation
d4x d2x d2 dy
+ 13 + 36 x = 0 is ______. 3x 2 2 + x − y = x 2 .
dt 4 dt 2 dx dx
x = (c1 + c2t) cos2t + (c3 + c4t) sin 3t
(A) y = C1x–3 + C2 x–1 + x3/7
(A)
x = c1e2t + c2e-2t + c3e3t + c4e-3t
(B) y = C1x3 + C2x + x2/7
(B)
x = (c1 + c2t) e2t + (c3 + c4t) e3t
(C) y = C1x1/3 + C2x-1 + x/7
(C)
x = c1 cos 2t + c2 sin 2t + c3cos 3t + c4 sin 3t
(D)
(D) y = C1x–1/3 + C2x + x2/7
23. The particular integral of (D2 - 4D + 3)y = e3x is 31. Laplace transform of 2sin2 2t = ______.
xe3 x 1 1 s
(A) (B)
e3x (A) + 2 (B)
2 s s + 16 s + 16
2

1
(C) e3x (D) xe2x 1 1 1 1
2 (C) − 2 (D) + 2
s s + 16 s s + 16
24. The particular integral of (D3 - 4D2)y = 6 is 32. The Laplace transform of (t + 1) is ______.
3

3 2
(A)
x2 (B) x 6 − 6 s + 3s 2 − s3 6 + 6 s + 3s 2 + s3
4 (A) 3
(B)
s s
3 −x 2
(C) - x2 (D) 6(1 + s + s 2 + s3 ) 6 + 6 s + 3s 2 + s3
4 4 (C) (D) 4
s 4
25. The particular of integral of (D2 + 3D + 2)y = cos 2x is s
33. The value of L {sinh 3tcos 3t} ______.
3 sin 2 x − cos 2 x
(A) 3 sin 2x - cos 2x (B) s 2 + 18 s 2 + 18
20 (A) 4 (B)
s + 81 s 4 + 324
cos 2 x − 3 sin 2 x cos x − sin 2 x
(C) (D)
10 40 3( s 2 − 18) 3( s 2 + 18)
(C) 4 (D)
2 6. The particular integral of (D2 - D) y = x2 - 2x + 4 is s + 324 s 4 − 324
(A) x3 - 8x + 4 (B) -x3 + 4x - 4 34. The value of L{t2cos 3t} is ______.

x3 −x 3 s 2 − 27 2 s( s 2 − 27)
(C) + 8x - 4 (D) - 4x - 4 (A) 2 (B)
3 3 ( s + 9) 4 ( s 2 + 9)3

27. If y1 = e2x and y2 = xe2x are two solutions of a second s3 − 27 s( s3 − 27)

order linear differential equation, then the Wronskian (C) 2 (D)
( s + 9) 4 ( s 2 + 9)3
W of y1 and y2 is _______.
(A) e4x (B) xe4x cos 4t
35. Laplace transform of ______.
(C) 2e4x (D) 2xe4x t

28. The complementary function of the differential equa- 64 16

(A) 2 (B) 2 + 16) 2
d2 y dy s + 16 ( s
tion 2
+ 5 + 6 y = 5e3x is yc = c1e–2x + c2e–3x using
dx dx
the method of variation of parameters, its particular is 8
(C) 2 (D) Does not exist
found to be yp = A(x) e–2x + B(x) e–3x. Then A(x) = ( s + 16) 2
(A) 5e5x (B)
e5x 36. The Laplace transform of the function defined by
1 2, 0 < t < 1
(C) e–5x (D)
e–5x f (t ) = is ______.
5 1, t >1
29. The solution of the DE (D2 + 1)y = 0 given x = 0, y 2 − e−s 2 − e−s
π (A) (B)
= 2 and x = , y = - 2 is s 2
2
(A) y = sin x - cos x (B) y = 2(cos x - sin x) 2 + e−s 2 + e−s
(C) (D)
(C) y = 2cos x sin x (D) y = 2(ex + e-x) s 2

Chapter 02.indd 54 5/31/2017 12:40:04 PM

 Chapter 2  ■  Ordinary Differential Equations  |  2.55

37. If f (t) = t; 0 < t < 3 and f (t + 3) = f (t), then L{ f (t)} is 1

43. The inverse Laplace transform of is
1 s3 ( s 2 + 4)
(A) 2 [1 + e3s + e −3s ]
s (1 − e −3s )
1
(A) ( 2t 2 + cos 2t − 1) (B) 2t2 - cos2t - 1
1 16
(B) [1 − e −3s + se −3s ]
s(1 − e −3s )
1 1
(C) (1 − cos 2t − 4t 2 ) (D) ( 2 + cos 2t − 4t 2 )
1 16 8
(C) 2 [1 − e −3s − 3se −3s ]
s (1 − e −3s )
e −3s
44. The inverse Laplace transform of when
1 ( s − 4 )5
(D) [1 − e −3s − se −3s ]
s(1 − e −3s ) expressed in terms of Heaviside unit step function is
______.
∞
e −4t − e −8t
38. The value of ∫ t
dts is ______. 1
(A) t 4 e 4( t −3) H(t - 3)
0 16
(A) log 2 (B) log 4 1
(C) log 8 (D) log 6 (B) (t − 3) 4 e 4t H (t − 3)
24
∞
1
39. ∫ t ⋅ e −2t sin 3tdt = ______. (C) (t − 3) 4 e 4( t −3) H (t − 3)
24
0
1
5 10 (D) t 4 e 4t H (t − 3)
(A) (B) 24
169 169
 s − 4
6 12 45. The value of L−1 log  is
(C) (D)  s + 3
169 169
1 4t
(A) e 4t − e −3t (B) (e − e −3t )
 1  t
4 0. The inverse Laplace transform of  9 / 2  is ______.
S  1
(C) (e −3t − e 4t ) (D)
t (e −3t − e 4t )
t
16 t 7 8 t5
(A) (B) t
105 π 15 π
⋅ ⋅

46. Using convolution theorem, the value of ∫ sin x cos

⋅

0
16 t 8 t7 (t - x)dx is _______.
(C) (D)
35 π
⋅

105 π
⋅

1 t
(A) cos t (B) sin t
 8 4 + 2s  2 2
4 1. The value of L-1  −  is ______.
 3s − 2 16 s 2 − 25  t t
(C)
t sin (D)
t cos
8 5t 5t 2 2
(A) sin h − cos h
3 4 4
47. Solve (D4 - 16)y = 1, y = y′ = y″ = y″′ = 0.
8 5t 5t
(B) e 2 / 3t − sin h − cos h −1
3 4 4 y=
(A) − [cos h 2t + sin h 2t ]
16
8 1 5t 1 5t
(C) e 2 / 3t − sin h − cos h
3 5 4 8 4 1
(B) y= (1 − cos h 2t + cos 2t )
(D) None of these 32
1
42. The inverse Laplace transform of is _____. −1 1
s2 − 8s + 20 (C) y= + (cos h 2t − sin t )
16 32
e 2t e 4t
(A) sin 2t (B) sin 2t
−1 1
2 2 y=
(D) + (cos h 2t + cos 2t )
(C)
e4t sin 2t (D)
e4t sin 4t 16 32

Chapter 02.indd 55 5/31/2017 12:40:11 PM

 2.56  |  Part II  ■  Engineering Mathematics

48. Solve (D2 - 5D + 6)y = 1 - e-2t, y = 1, y′ = 0 when t = 0. 1 1 2t 11 −2t 59 3t

(C) y= − e + e + e
1 −2t 11 2t 59 3t 6 20 4 30
(A) y= e + e − e
20 4 30
1 1 2t 11 −2t 59 3t
1 1 11 28 y=
(D) − e − e + e
(B) y = − e −2t + e 2t − e3t 6 20 4 30
6 20 4 15

Previous Years’ Questions

dy (A) 3 and 2 (B) 2 and 3
1. The solution for the differential equation = x2y (C) 3 and 3 (D) 3 and 1
dx
with the condition that y = 1 at x = 0 is [GATE, 2007] 7. The solution to the ordinary differential equation
1 d 2 y dy
x3 + − 6 y = 0 is [GATE, 2010]
y = e 2x
(A) (B) ln(y) = +4 dx 2 dx
3
x3 y = c1ex + c2e–2x
(A)
x2
(C) ln(y) = y= e3
(D) y = c1e3x + c2e2x
(B)
2
y = c1e–3x + c2e2x
(C)
d2 y
2. The general solution of + y = 0 is  y = c1e–3x+ c2e–2x
(D)
dx 2
 [GATE, 2008] dy y
8. The solution of the differential equation + = x,
dx x
(A) y = P cos x + Q sin x with the condition that y = 1 at x = 1, is 
(B) y = P cos x  [GATE, 2011]
(C) y = P sin x 2 x x 1
(A) y = 2 + (B) y= +
(D) y = P sin2x 3x 3 2 2x
dy x 2 x 2 x2
3. Solution of = − at x = 1 and y = 3 is y= + (D)
y= +
dx y (C)
3 3 3x 3
 [GATE, 2008]
(A) x - y2 = -2 (B) x + y2 = 4 dy
9. The solution of the ordinary differential equation
(C) x2 - y2 = -2 (D) x2 + y2 = 4 dx
dy + 2y = 0 for the boundary condition, y = 5 at x = 1 is
4. Solution of the differential equation 3 y + 2x = 0  [GATE, 2012]
dx
represents a family of  [GATE, 2009] (A) y=e –2x

(A) ellipses (B) circles y = 2e–2x

(B)
(C) parabolas (D) hyperbolas y = 10.95e–2x
(C)
5. Laplace transform for the function f (x) = cosh(ax) is y = 36.95e–2x
(D)
 [GATE, 2009]
10. The integrating factor for the differential equation
a s
(A) (B) dp
s −a
2 2 s − a2
2
+ k2P = k1L0ekt is  [GATE, 2014]
dt
−
a s (A) e − k1t (B) e 2 k t
(C) 2 (D)
s + a2 s2 + a2 (C) e − k1t (D) e k2 t
11. Consider the following differential equation:
6. The order and degree of the differential equation
3 y y
d3 y  dy  x(ydx + xdy)cos = y(xdy - ydx) sin
+ 4   + y 2 = 0 are respectively x x
dx 3  dx  Which of the following is the solution of the above
 [GATE, 2010] equation (c is an arbitrary constant)? [GATE, 2015]

Chapter 02.indd 56 5/31/2017 12:40:16 PM

 Chapter 2  ■  Ordinary Differential Equations  |  2.57

x y x y (A) c1 + c2 x + c3 sin 3 x + c4 cos 3 x  and

(A) cos = C (B) sin = C  
y x y x
3 x 4 − 12 x 2 + c 
y y
(C)
xy cos = C (D)
xy sin = C  2 x + c3 sin 3 x + c4 cos 3 x  and
x x (B) c
 
12. Consider the following second order linear differen- 5 x 4 − 12 x 2 + c 
d2 y
tial equation = -12x2 + 24x - 20.
dx 2  1 + c3 sin 3 x + c4 cos 3 x  and
(C) c
 
The boundary conditions are: at x = 0, y = 5 and at x =
2, y = 21 3 x 4 − 12 x 2 + c 
The value of y at x = 1 is ________. [GATE, 2015]
 1 + c2 x + c3 sin 3 x + c4 cos 3 x  and
(D) c
13. The respective expressions for complimentary func-  
tion and particular integral part of the solution of the 5 x 4 − 12 x 2 + c 
differential equation are  [GATE, 2016]

Answer Keys
Exercises
1. D 2. A 3. B 4. A 5. B 6. D 7. C 8. B 9. C 10. B
11. C 12. B 13. B 14. B 15. B 16. A 17. B 18. D 19. C 20. C
21. B 22. D 23. A 24. C 25. B 26. D 27. A 28. B 29. B 30. D
31. C 32. D 33. C 34. B 35. D 36. A 37. C 38. A 39. D 40. A
41. C 42. B 43. A 44. C 45. C 46. B 47. D 48. B

Previous Years’ Questions

1. D 2. A 3. D 4. A 5. B 6. A 7. C 8. D 9. D 10. D
11. C 12. 18 13. A

Chapter 02.indd 57 5/31/2017 12:40:18 PM

 Chapter 3
Partial Differential
Equations

CHAPTER HIGHLIGHTS

☞ Fourier series ☞ Heat equation

Fourier Series where a0 an, bn are called Fourier coefficients and these are
obtained by
Periodic Function A function f(x) is said to be periodic π
if f(x + a) = f(x) for all x. The least value of a is called the 1
π −∫π
a0 = f ( x )dx,
period of f(x).
Example: sin x, cos x are periodic functions with period π
2p. 1
π −∫π
an = f ( x ) cos nxdx for n = 1, 2, 3,…

NOTES π
1
π −∫π
1. f (x) and g (x) are periodic functions with period k bn = f ( x ) sin nxdx for n = 1, 2, 3,…
then af (x) + bg (x) is also a periodic function with
period k.
2. If f (x) is a periodic function with period k, then the
k SOLVED EXAMPLES
period of f (ax) is .
a
Example 1
3. If the periods of functions f (x), g(x) and h(x) are a, b,
c, respectively, then the period of f (x) + g (x) + h (x) is Obtain the Fourier series expansion of f (x) = ex in (0, 2p).
the lcm of a, b and c.
Solution
2π
Euler’s Formula for the 1
Fourier Coefficients
a0 =
π ∫ f ( x )dx
0
Let f (x) is a periodic function whose period is 2p and is 2π
1
integrable over a period. Then f (x) can be represented by
trigonometric series.
=
π ∫ e x dx
0

∞ 2π
a0 1 x 1
2 n∫=1
f ( x) = + ( an cos nx + bn sin nx ) = e = (e 2π − 1) (1)
π  0 π

Chapter 03.indd 58 5/31/2017 12:42:27 PM

 Chapter 3  ■  Partial Differential Equations  |  2.59

2π Fourier Series for Odd Function and Even Function

1
an =
π ∫ f ( x ) cos nxdx
Case 1: Let f (x) is an even function in (–p, p). Then the
0
2π Fourier series of the even function contains only cosine
1
=
π ∫ e x cos nxdx terms and is known as Fourier cosine series and it is
0 a0 ∞
f ( x) =
+ ∑ an cos nx, where
2 n =1
we know that ∫ e ax cos bxdx
⋅

π π
2 2
π ∫0
e ax a0 =
f ( x )dx, an = ∫ f ( x ) cos nxdx
= [a cos bx + b sin bx ] π0
a2 + b2
2π Case 2:  If f (x) is an odd function, then the Fourier series of
1  ex  an odd function contains only sine terms, and is known as
∴ an =  (cos nx + n sin nx ) 
π 1 + n
2
0 Fourier sine series.
∞
1  e 2π 1  f ( x ) = ∑ bn sin nx,
=  (cos 2π n) − 
π 1 + n 2
1 + n2  n =1
π
2π 2π 2
π ∫0
1 1 where bn = f ( x ) sin nxdx
bn =
π ∫ f ( x ) sin nxdx =
π ∫ ex sin nxdx
0 0

1 e x (sin nx − n cos nx ]02π Example 2

=
π 1 + n2 π 2 x2
Expand the function f ( x ) = − in Fourier series in
 e ax  24 8
∵ ∫ e sin bxdx = 2  ( a sin bx − b cos bx )) the interval (–p, p).
ax
 a + b2 
1 1 Solution
= ( n − e 2π n cos 2π n)
π 1 + n2 π 2 x2
  f ( x) = −
24 8
n
= (1 − e 2π cos 2π n) π 2 (− x)2 π 2 x 2
π (1 + n2 ) f (− x) = − = − = f ( x)
24 8 24 8
a0 ∞
∴ f ( x) = + ∑ ( an cos nx + bn sin nx ) \ f (x) is an even function.
2 n =1
a0 ∞
1 2π ∞
f ( x) = + ∑ an cos nx
= (e − 1) + ∑ 2 n =1
2π n =1
π π
2 2 π 2 x2
π ∫0 2π ∫0 24 8
1 1 n  a0 = f ( x ) dx = − dx
 (e 2π cos 2π n − 1) + (1 − e 2π cos 2π n) 
 π 1 + n 2
π (1 + n 2
) 
π
1  π 2 x x3 
Even and Odd Functions  =  − =0
π  24 24   0
Even function: A function f (x) is said to be even if f (–x) =
π
f (x) for all x. 2
π ∫0
an = f ( x ) cos nxdx s
Example: x2, cos x
Odd function: A function f (x) is said to be odd if f (–x) π
2  π 2 x2 
π ∫0  24 8 
= – f (x) for all x  =  −  cos nxdx
Example: x3, sin x
 π 2 x 2  sin nx π 
NOTES    
− −  
  1.  The sum of two odd functions is odd. 
2  24 8   n 0 
=  
  2. The product of an odd function and an even function π  1 π −( −2 x ) sin nx
  
is odd. − ∫  dx 
  3.  Product of two odd functions is even.  8 0  n  

Chapter 03.indd 59 5/31/2017 12:42:30 PM

 2.60 | Part II  ■  Engineering Mathematics

L
2 2 x sin nx
π 2 nπ
L ∫0
=− ∫ dx where bn = f ( x ) sin dx.
π0 8 n L

2  2  − x cos nx 
π π
cos nx  Half Range Expansion
=  
π  8n  

− ∫ n
dx 
In the pervious examples we define the function f (x) with
 n 0 0 
the period 2L.
−4 Suppose f(x) is not periodic function and defined in half
= (π cos nπ ) the interval say (0, L) of lengths L. such expansions are
8π n2
known as half range expansions or half range Fourier series.
−1 In particular a half range expansion containing only cosine
= (con nπ ), n = 1, 2, 3, …
2n 2 series of f(x) in the interval (0, L) in a similar way half range
( −1) n +1 Fourier sine series contains only sine terms. To find the
= Fourier series of f(x) which is neither periodic nor even nor
2n2
odd we obtain Fourier cosine series and Fourier sine series
∞
( −1) n +1 of f(x) as follows. We define a function g(x) such that g (x) =
∴ f ( x) = ∑ 2
cos nx f (x) in the interval from (0, L) and g (x) is an even function
n =1 2n
in (–L, L) and is periodic with period 2L and g(x) is obtained
1 cos 2 x cos 3 x  by previous methods which are discussed earlier. Similarly
= cos x − + 2 −  .
2  22 3  we can obtain a fourier sine series as follows. Assume f (x) =
h(x) in (0, L) and h (x) is an odd function in the interval (–L,
L) with period 2L and evaluate h (x) by pervious methods
Function of Any Period (P = 2L) which are discussed earlier.
If the function f (x) is of period P = 2L has a Fourier series,
then f (x) can be expressed as, Example 3
a0 ∞
nπ nπ If f (x) = 1 – x in 0 < x < 1 find Fourier cosine series and
f ( x) = + ∑ ( an cos x + bn sin x) Fourier sine series.
2 n =1 L L
where the Fourier coefficients are as follows: Solution
1
L Given f (x) = 1 – x in 0 < x < 1 since f (x) is neither periodic
L −∫L
a0 = f ( x )dx nor even nor odd function.
Let us assume g(x) = f (x) = 1 – x in 0 < x < 1
L
1 nπ = 1 + x in – 1< x < 0
L −∫L
an = f ( x ) cos xdx
L
\ g (x) is even function in (–1, 1)
L
1 nπ a0 ∞ nπ x
 bn = ∫
L −L
f ( x ) sin
L
xdx ∴ g( x) = + ∑ an cos
2 n =1 L
L 1
Fourier Series of Even and Odd Functions  Let f (x) be an 2
L ∫0
  a0 = f ( x )dx = 2 ∫ f ( x )dx (here L = 1)
even function in (–L, L), then the Fourier series is 0

a0 ∞ nπ x 1
 x2 
1
f ( x) = + ∑ an cos 1
  = 2 ∫ (1 − x )dx = 2  x −  = × 2 = 1
2 n =1 L 2
0  0 2
L L
1 2 L
Where a0 = ∫
L −L
f ( x )dx = ∫ f ( x )dx
L0 an =
2
∫ f ( x ) cos
nπ x
dx
L0 L
L
2 nπ x 1
  an = ∫
L −L
f ( x ) cos
L
dx = 2 ∫ (1 − x ) cos nπ xdx
0
Let f (x) be an odd function in (–L, L) then Fourier series is  sin nπ xx 
1
∞
nπ x  sin nπ x
1

f ( x ) = ∑ bn sin   = 2 (1 − x ) − ∫ ( −1) nπ 
n =1 L  nπ 0 0 

Chapter 03.indd 60 5/31/2017 12:42:32 PM

 Chapter 3  ■  Partial Differential Equations  |  2.61

 Differentiating this partially wrt, x and y eliminate a, b

sin nπ x 
1 1
  sin nπ x from these equations we get an equation f(x, y, z, p, q) = 0,
= 2 (1 − x ) − ∫ ( −1) dx 
 nπ 0 0 nπ  which is partial differential equation of first order.
1
cos nπ x   1 cos nπ 
= −2  = 2 2 2 − 2 2  Example 4
n π 0
2 2
n π nπ 
z = ax 2 – by2, a, b are arbitrary constants.
2
= 2 2 (1 − ( −1) n ).
nπ Solution
\ Fourier cosine series is Given
1 2 ∞ 1 − ( −1) 2
g( x) = + 2 ∑ cos nπ x           z = ax 2 – by2 (1)
2 π n =1 n2
Fourier sine series in (0, 1) Differentiating z partially wrt x,
\ h(x) = f (x) = 1 – x; 0 < x < 1
 = – (1 + x); –1 < x < 0 ∂z p
= 2ax ⇒ p = 2ax ⇒ a =
h(x) is an odd function ∂x 2x
∞
nπ x
∴ h( x ) = ∑ bn sin Differentiate z partially wrt y,
n =1 L
∂z
2
L
nπ x = 2by , i.e., q = –2by
  bn = ∫ f ( x ) sin dx ∂y
L0 L
−q
1 ⇒ b=
2y
= 2 ∫ (1 − x ) sin nπ xdx
0 Substituting the values of a and b in Eq. (1), we get
1 1
cos nπ x  cos nπ x
= 2(1 − x )  − 2∫ dx = 2 /nπ z=
p 2 q
x + , y2
−nπ  0 0
nπ 2x 2y
∞
1 2z = px + qy which is a partial differential equation of order 1.
∴ h( x ) = 2 / π ∫ n
sin( nπ x )
n =1
Formation of PDE by Eliminating Arbitrary Function 
Partial Differential Equations (PDE) Consider z = f (u)(1)
An equation involving two or more independent variables f is an arbitrary function in u and u is function in x, y, z.
and a dependent variable and its partial derivatives is called Now differentiate Eq. (1) wrt x, y partially by chain rule
a partial differential equation. we get
 ∂z ∂z  ∂z ∂f ∂u ∂f ∂u ∂z
∴ f  x, y, z , , …  = 0. = ⋅ + ⋅ ⋅ (2)
 ∂z ∂y 
∂x ∂u ∂x ∂u ∂z ∂x
Standard Notation ∂z ∂f ∂u ∂f ∂u ∂z
= ⋅ + ⋅ ⋅ (3)
∂z ∂z ∂y ∂u ∂y ∂u ∂z ∂y
= p = zx , = q = zy
∂x ∂y
by eliminating the arbitrary functions from Eqs. (1), (2), (3)
∂2 z ∂2 z
= r = z xx , = t = z yy we get a PDE of first order.
∂x 2 ∂y 2
∂2 z Formation of PDE when Two Arbitrary Functions are Involved
= z xy = s When two arbitrary functions are involved, we differentiate the
∂x∂y
given equation two times and eliminate the two arbitrary func-
Formation of Partial Differential Equations tions from the equation obtained.
Partial differential equation can be formed by two ways.
Example 5
1. By eliminating arbitrary constants.
Form the partial differential equation of
2. By eliminating arbitrary functions.
f ( x)
Formation of PDE by Eliminating Arbitrary Constants z=
Consider a function f (x, y, z, a, b) = 0 g( y)
where a, b, are arbitrary constants.

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 2.62 | Part II  ■  Engineering Mathematics

Solution Using the multipliers as x, y, z we get

f ( x) x dx + y dy + z dz
Given   z=
g( y) x( z − y ) + y( x − z ) + z ( y − x )
= xdx + ydy + zdz = 0
f ′( x ) \  x2 + y2 + z2 = 0
p = zx = (1)
g( y)
dx + dy + dz
and also =0
− f ( x) z− y+x−z+ y−z
q = zy = ⋅ g ′( y ) (2)
[ g ( y )]2 dx + dy + dz = 0, x + y + z = 0.
\ The required solution is x2 + y2 + z2 = f (x + y + z).
∂2 z − f ′( x )
  s= = ⋅ g ′( y ) (3)
∂x∂y [ g ( y )]2 Non-linear Equations of First Order
There are four types of non linear equations of first order.
f ′( x )  − f ( x ) ⋅ g ′( y ) 
Eq.(1) × Eq.( 2) = pq = ⋅  = −s ⋅ z Type 1:
g ( y )  [ g ( y )]2 
f (p, q) = 0.
   pq + sz = 0 If the given equation contains only p and q then the solution
is taken as z = ax + by + c. Where a, b and c are arbitrary,
Forming PDE by the Elimination of Arbitrary Function of such that f(a, b) = 0.
Specific Functions
Example 7
Consider f (u, v) = 0
Solve 2p + 3q = 5
Where u, v are the functions in x, y, z.
Differentiate the above equation wrt x and y by chain rule
Solution
∂F ∂F Given 2p + 3q = 5
and eliminate the , and convert them in the form Pp
∂u ∂v z = ax + by + c.
+ Qq = R, which is a first order linear PDE where P, Q, R Where     2a + 3b = 5,
are functions of x, y, z. 5 − 2a
b=
3
 5 − 2a 
Linear Equation of First Order \ The solution is z = ax +   y + c.
 3 
Linear equation of first order is Pp + Qq = R. This is also Type 2:
called Lagrange’s equation, where P, Q, R are the functions f (z, p, q) = 0
in x, y, and z.
When the equation is not containing x and y then to solve the
Procedure For solving Lagrange’s Equations dz dz
equation assume u = x + ay and substitute
= p = ,q a .
Take the auxiliary equation as du du
Solve the resulting equation and replace u by x + ay.
dx dy dz
= = . Type 3:
P Q R
f (x, p) = g (y, q).
Solve any two equations and take the solutions as u and v.
The equation is not containing z.
The complete solution is f(u, v) = 0 or u = f (v).
Assume f (x, p) = a and g (y, q) = a.
Solve the equations for p and q and then write the solution.
Example 6
Solve (z – y)p + (x – z)q = y – x. Example 8
Solve p2 – q2 = x2 – y2.
Solution Solution
Auxiliary equation is      p2 – q2 = x2 – y2
 p2 – x2 = –y2 + q2
dx dy dz
= = . Let  p2 – x2 = a2 = –y2 + q2
z− y x−z y−x  p = a + x2 
2 2
q2 = y2 + a2

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 Chapter 3  ■  Partial Differential Equations  |  2.63

Method of Separation of Variables

 p = a +x q = a2 + y 2
2 2
Consider a PDE involving a dependent variable u and two
\ Take dz = pdx+ qdy independent variables x and y. In the method of separation
Integrating on both sides, ∫dz = ∫pdx + ∫qdy of variables, we find a solution of the PDE in the form of a
product of a function of x and a function of y, i.e., we write
z = ∫ a 2 + x 2 dx + ∫ a 2 + y 2 dy
u(x, y) = X(x) . Y(y)(1)
x 2 a2 x y 2 ∂u ∂ ∂u ∂
= a + x 2 + sinh −1 + a + y2 Then = ( XY ) = X ′Y ; = ( XY ) = XY ′
2 2 a 2 ∂x ∂x ∂y ∂y
a2 y
+ sinh −1 + b. ∂2u ∂2u ∂2u
2 a = X ′′Y , = X ′Y ′, 2 = XY ′′ and so on
∂x 2 ∂x∂y ∂y
Type 4:
dX dY d2 X d 2Y
z = px + qy + f (p, q) Here X′ = ;Y′ = ; X ′′ = ; Y ′′ = .
dx dy dx 2 dy 2
The equation in the above form is Clairaut’s equation. The Substituting these in the given PDE, separating X and its
solution is z = ax + by + f (a, b). derivatives from Y and its derivatives, finding solutions for
x and y and substituting them in Eq. (1), we get the solution
Classification of Second Order of the given PDE
Homogeneous Linear Equations This is best explained through the examples given below:
A second order linear homogeneous PDE of the form
Example 9
∂ 2φ ∂ 2φ ∂ 2φ ∂φ ∂φ Solve xp + yq = 0 by the method of separation of variables.
 A +B +C 2 + D +E + Fφ ( x, y ) = 0 (1)
∂x 2 ∂x∂y ∂y ∂x ∂y
Solution
Where A, B, C, D, E and F are either functions of x and y For the PDE,
only or constants, is called
xp + yq = 0 (1)
1. a parabolic equation, if B2 − 4AC = 0 Let .
   z = X(x) Y(y)(2)
2. an elliptic equation, if B2 − 4AC < 0 be the solution
3. a hyperbolic equation, if B2 − 4AC > 0
∂z ∂z
∴ p= = X ′Y and q = = XY ′
Examples: ∂x ∂y
1. Consider the one-dimensional heat equation: Substituting these in Eq. (1)

∂u ∂ 2u x X ′ Y + y XY ′ = 0
= c2 2
∂t ∂x ⇒ xX ′Y = – y XY ′
∂ 2 u ∂u X′ Y′
⇒ c2 − =0  ⇒ x = − y (3)
∂x 2 ∂t X Y
In Eq. (3), as LHS is a function of x alone and RHS is a
Comparing it with Eq. (1), we have function of y alone, they are equal only if each of them is
A = c2, B = 0 and C = 0 equal to some constant
\ B2 – 4AC = 02 − 4 × c2 × 0 = 0 X′ Y′
\ x = − y = k (say ) (4)
\ One dimensional heat equation is parabolic. X Y
Similarly, it can be easily observed that Where k is a constant
2. One-dimensional wave equation:
X′
∂2 y ∂2 y From Eq. (4), x =k ⇒ xX ′ = kX
= c 2 is hyperbolic (B2 − 4AC > 0) and X
∂t 2 ∂x 2 dX
⇒ x = kx
3. The Laplace equation: dx
∂2u ∂2u dX dx
2 + 2 = 0 is elliptic (B2 − 4AC < 0) ⇒ =k⋅
∂x ∂y X x

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 2.64 | Part II  ■  Engineering Mathematics

Integrating on both sides we have, Which is a linear equation with its auxiliary equation being
dx dx m – k = 0  ⇒  m = k
∫ X = k∫ x Hence its solution is X = C1 ekx(5)
⇒ log X = k log x + log C1 −T ′
⇒ log X = log xkC
Again from Eq. (3), +3= k
T
⇒  X = C1 xk(5) T′
⇒ = 3− k
Y′   T
Again from Eq. (4), − y =k
Y  ⇒  T ′ = (3 – k)T
⇒  –yY ′ = kY ⇒  T ′ – (3 – k) T = 0 (6)
dY Which is a linear equation with its auxiliary equation being
⇒ y = −kY
dy m – (3 – k) = 0
dY dy ⇒  m = 3 – k
⇒ = −k
Y y \ The solution of Eq. (6) is T = C2 e(3 – k)t(7)
Substituting Eqs. (5) and (7) in Eq. (1), we get the general
Integrating on both sides, solution of given PDE (2) as
dY dy  u = X . T = (C1ekx) (C2e(3 – k)t)
∫ Y = −k ∫ y
= C1C2ekx+(3-k)t
⇒ log Y = –k log y + log C2  \ u = cekx+(3-k)t; where c = c1 c2
⇒ log Y = log y -k C2 \ u(x, t) = cekx+(3-k)t(8)
⇒  Y = C2 y -k(6)
Given u(0, t) = 4et
Substituting Eqs. (5) and (6) in Eq. (2), we get the solution \ From Eq. (8), u(0, t) = ce(3-k)t = 4et
of Eq. (1) as, Comparing on both sides, we get
 z = (C1xk) (C2y -k) C = 4, 3 – k = 1
 = C1C2 xk y -k ⇒  C = 4; k = 2
k Substituting these in Eq. (8), we get the required solution of
x
∴ z = C   where C = C1C2 . Eq. (2) as
 y u(x, t) = 4e2x+t
Example 10 One Dimensional Diffusion Equation  The diffusion
Solve the PDE ux + ut = 3u; u(0, t) = 4et by the method of equation is a partial differential equation that describes
separation of variables. density fluctuations in a material undergoing diffusion.
The partial differential equation representing the one
Solution dimensional diffusion equation is
Let u = X(x). T(t)(1) ∂u ∂ 2u
be the solution of the PDE =D 2
∂t ∂x
ux + ut = 3u  (2) where u(x, t) is the density of the diffusing material at time t
∂u and D is diffusion coefficient
u = XT ⇒ ux = = X ′T and ut
∂x Example 11
∂u
= = XT ′ Find the solution of the one dimensional diffusion equation
∂t
∂u ∂ 2u
Substituting these in Eq. (2), we get = D 2 on the interval x ∈ [ 0, L ] with initial
∂t ∂x
X ′T + XT ′ = 3XT condition
Dividing throughout by XT, we have u (x, 0) = f ( x ), ∀x ∈ [ 0, L ]
X′ T′ and Dirichlet’s boundary conditions
+ =3
X T u(0, t) = u(L, t) = 0 ∀t > 0
X ′ −T ′ Solution
 ⇒ = +3= k  (3), (say)
X T We will solve the one-dimensional diffusion equation
X′ ∂u ∂2u
From Eq. (3),   =k ⇒ X ′ = kX = D 2 (1)
X ∂t ∂x
⇒  X ′ – kX = 0 (4) by the method of separation of variables.

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 Chapter 3  ■  Partial Differential Equations  |  2.65

Let u(x, t) = X(x) T(t)(2)   nπ  

∞ 2
 nπ 
be the solution of Eq. (1) = ∑ An sin  x  exp  − D   t  (7)
 L    L  
∂u ∂2u ∂u n =1 
\ = X ′ T and = X ′′ T and = XT ′
∂x ∂x 2 ∂t where An = Constant ( = BnCn )
Substituting these in Eq. (1), Given initial condition is
XT ′ = DX ″ T u( x , 0) = f ( x )
1 T ′ X ′′ ∞
⇒ = (3)  nπ 
DT X i.e., ∑ An sin  L
x

n=1
As the left hand side depends only on the variable t and the
right hand side depends only on the variable x, both sides = f ( x ) (From Eq. (7)) (8)
are equal to some constant say – l By writing f ( x ) as a half range Fourier sine series in [0, L]
(Negative sign is taken for convenience reason) we have
1 T ′ X ′′ ∞
 nπ 
From Eq. (3), = = −λ f ( x ) = ∑ Fn sin  x
DT X n =1  L 
1 T′ X ′′
⇒ = -l and = −λ 2L  nπ 
DT X where Fn = ∫ f (ξ ) sin  ξ  dξ
L0  L 
⇒ T ′ + DT = 0 (4)
\Eq. (8) becomes,
and X ″ + l X = 0 (5)
∞ ∞
 nπ   nπ 
Clearly Eqs. (4) and (5) are linear ordinary differential ∑ An sin  x  = ∑ Fn sin 
L  n =1
x
 L 
equations involving the variables t and x respectively. n =1
Solving (4), we get 2L  nπ 
⇒ An = Fn = ∫ f (ξ ) sin  ξ  dξ
T(t) = Ce − λ Dt (6) L0  L 
Solving Eq. (5), we get different possible solutions depend- Substituting the value of An in Eq. (7), we get the solution
ing on the value of l as given below. of Eq. (1) as
u (x, t)
 A sin( λ x ) + B cos( λ x ); for λ > 0
∞ 
 2L  nπ    nπ x  
X(x) =  A′e − λ x + B ′e − λ x ; for λ < 0 = ∑   ∫ f (ξ ) sin  ξ  dξ  sin  
   L    L  
 A′′x + B ′′; for λ = 0 n =1   L 0
   nπ  
2
exp  − D   t
Given boundary conditions are   L  

u(0, t) = 0 and u(L, t) = 0
From Eq. (2), u (0, t) = X(0) T(t) = 0 Heat Equation
⇒ X(0) = 0 The heat flow in a body of homogeneous material is gov-
and u(L, t) = X(L) T(t) = 0 ⇒ X(L) = 0 ∂u  ∂ 2u ∂u ∂ 2u 
erned by the heat equation = c2  2 + 2 + 2 
Taking into account, the boundary conditions X(0) = 0 and ∂t  ∂x ∂y ∂z 
k
X(L) = 0, the values of X(x) for l = 0 and l < 0 leads to only where c2 = and u (x, y, z, t) is the temperature in a
σρ
the trivial solutions and hence we take the value X(x) given
body, k is the thermal conductivity, s is specific heat of the
for l > 0, which on application of the boundary conditions
body, r is the density of the material and c2 the constant
becomes,
is called the diffusivity of the body. If the heat flow is in
 nπ x  x-direction only then u depends on x and t, then the heat
X(x) = Cn sin   ;  n = 1, 2, 3…
 L  ∂u  ∂2u 
equation becomes = c 2  2  , which is known as one-
and Eq. (6) becomes, ∂t  ∂x 
  nπ  
2 dimensional heat equation.
T(t) = Bn exp  − D   t  ,   n = 1, 2, 3…
  L  
 Wave Equation
where Bn is a constant The one-dimensional wave equation of a vibrating elastic
\Substituting the values of X(x) and T(t) in Eq. (2), string is given by,
We get ∂2u ∂ 2u ∂ 2u T
= c 2 2 = c 2 2 where c 2 =
u(x, t) ∂t 2 ∂t ∂x ρ

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 2.66 | Part II  ■  Engineering Mathematics

Laplace Equation Solving we get A = B = 0

When the temperature in a homogeneous material is in steady 8 sin 2π x
state and the temperature does not vary with time then the \ From (1) we have u =
8π 2 + s
∂2u ∂2u ∂2u
heat conduction equation becomes + + =0  8 
and this is known as ∂x 2 ∂y 2 ∂z 2 ∴ y = L−1  2 sin 2π x 
 8π + s 
Laplace’s equation in cartesian system While solving the
boundary value problems the following results may be used y = 8e −8π t sin 2π x.
2
i.e.,
If u(x, t) is a function of x and t

 ∂u  Example 50
1. L   = su( x, s) − u( x, 0)
 ∂t  Solve the wave equation of a stretched string given by
 ∂2u  ∂2u ∂2u
2. L  2  = s 2 u( x, s) − su( x, 0) − ut ( x, 0) = 9 satisfying the boundary conditions u (x, 0) =
 ∂t  ∂t 2 ∂x 2

 ∂u  du 0, ut (x, 0) = 0, x > 0 and u (0, t) = F (t), lim u( x, t ) = 0, t ≥ 0.

x →∞
3. L   =
 ∂x  dx
Solution
∂2u d 2u
4. L 2 = 2 where L {u (x, t)} = u (x, s) ∂2u ∂2u
∂x dx Given = 9 .
∂t 2 ∂x 2
Example 49 Taking Laplace transform on both sides of the equation
∂u ∂ 2u with the boundary conditions we have
Solve the one dimensional heat equation = 2 2 sat-
∂t ∂x  ∂2u   ∂ 2u 
isfying the boundary conditions u (0, t) = 0 = u (4 ,t) and u L  2  = 9L  2 
(x, 0) = 8sin 2px.  ∂t   ∂x 

Solution d 2u d 2u s2
or s2u (x, s) - su (x, 0) - ut (x, 0) = 9 ⋅
or 2 − u = 0
Taking Laplace transform on both sides of the equation dx 2 dx 9
∂u ∂ 2u (1)
=2 2
∂t ∂x ∞

 ∂u   ∂ 2u 
Also u (0, s) = ∫ F (t )e − st dt = F and u (x, s) = 0 as x → ∞
L   = 2L  2  0
 ∂t   ∂x 
\ The general solution Eq. of (1) is u (x, s)
d 2u
s u - u (x, 0) = 2 ⋅ 2 s
x
−s
x
dx = c1e 3 + c2 e 3
∂2u s
or − u = -4sin 2px as u (x, 0) = 8sin 2px and u (x, s) = 0 as x → ∞ ⇒ c1 = 0
∂x 2 2
The general solution of the above equation is u and u (0, s) = F (s) = c2
sx
−
4 sin 2π x Hence, u (x, s) = F (s) e 3
= Ae( S / 2 ) X + Be −( S / 2 ) X −
s
−( 2π ) 2 −
2  − sx 
∴ u( x, t ) = L−1 e 3 F ( s) 
or
 
8 sin 2π x
u = Ae S /2 X
+ Be − S /2 X
+ (1)   x x
8π 2 + s  F  t − 3  , t > 3
But u (0, t) = 0 = u (4, t) =   as L− {F ( s) = F (t )},
\ u (0, s) = 0, u (4, s) = 0  x
0, t <
 3
\ From Eq. (1), we have A + B = 0
when expressed in terms of Heaviside’s unit step function.
−4 8 sin 8π u(x, t)
and 0 = Ae + Be
4
s/2 s/2 +
8π 2 + s
 x  x
= F t −  ⋅ H t − .
⇒ Ae =0
−4
+ Be
4
s/2 s/2
 3  3

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 Chapter 3  ■  Partial Differential Equations  |  2.67

Exercises

0 if − π ≤ x ≤ 0 5. The Fourier series of f (x) is ______.

1. Let f(x) =  3
 x if 0 < x ≤ π (A) cos x +
cos 2 x cos 3 x
+ +
2 2
Which is a periodic function with period 2p, then a0 =
_______. sin 2 x sin 3 x sin 4 x
(B) sin x - + − +
π3 π3 2 3 4
(A) (B) ⋅ ⋅

4 8
sin 2 x sin 3 x
(C) sin x + + +
π3 π3 2 3
(C) (D) ⋅ ⋅

12 16 (D) None of these

2. The value of the fourier coefficient an for n ≥ 2 for f(x)
π
= x sin x in (-p, p) is _______. 6. The value of is ______.
⋅

4
( n − 1)π
(A) cos cos nx
n −1 1 1 1
1+
(A) + + +
2( n − 1)π 2 4 6
(B) cos cos nx
n −1 1 1 1
1 − + − +
(B)
1 ∞ 2 4 6
(C) + ∑ cos nx
2 n =1
1 1 1 1
1+ + + +
(C)
 ( n − 1)π ( n + 1)  3 5 7 9
(D) cos n − 1 − cos n + 1 
 
1 1 1 1
3. If f (x) = x in (-p, p) then the value of bn is ______.
3 1− + − + 
(D)
3 5 7 9
2
(A) 3 [6 + n2π 2 ]
n Direction for questions 7 and 8:
2 cos n π Let f (x) = x2 in the interval (-p, p).
(B) 3 [6 − n2π 2 ]
n 7. The Fourier series of f (x) is _______.
2 π2
(C) 3 [6 − n2π 2 ] −
(A)
n 3
cos nπ π2 ∞
(D) 3 [6 + n2π 2 ] (B) + ∑ cos nx
n 3 n =1
4. Find the Fourier series of f (x) which is defined as ∞
follows: ∑ cos nx
(C)
f (x) = 2   0 < x < 1 n=1
= 3  1 < x < 2 π 2 ∞ ( −1) n
∞ (D) + ∑ 4 2 cos nx
πx 3 n =1 n
∑ sin
(A)
2
n =1 π2
8. The value of
is ⋅

5 2 ∞ 1 ( 2n − 1)π x 12
(B) − ∑ sin
2 π n =1 2n − 1 2 1 1 1
1 + + − +
(A)
2 3 4
2 ∞ 1 πx
(C) ∑ sin 1 1 1
π n =1 2n − 1 2 1 + 2 + 2 + 2 +
(B)
2 3 4
(D) None of these
1 1 1
1+
(C) + + +
Direction for questions 5 and 6: 2 3 4
π −x 1 1 1
Let f (x) = in the interval (0, 2p) 1−
(D) + − +
2 22 32 4 2

Chapter 03.indd 67 5/31/2017 12:42:52 PM

 2.68 | Part II  ■  Engineering Mathematics
π2
9. The value of
is ⋅ 17. Solve pqz = q2(yp + q2) + p2(xq + p2).
6
a3 b3
1 1 1 z = ax + by +
(A) +
1− 2 + 2 − 2
(A) b a
2 3 4
z = ax - by
(B)
1 1 1
1+
(B) + +  a b
22 32 4 2 z = ax + by +
(C) + 3
a 3 b
1 1 1
1+
(C) 2
+ 2+ 2 (D) None of these
3 5 7
(D) None of these 1 8. In the process of solving the partial differential
10. The half-range sine series of f (x) = ex in 0 < x < l is ∂2u ∂2u
equation + 5 = 0 by the method of separation
_____. ∂x 2 dy 2
∞
1 of variables, the linear differential equation involv-
∑
(A) (1 - e(-1)n )sin npx ing the independent variable ‘X’ is ____. (Here k is a
n =1 1 + n π
2 2
constant)
∞
n
2π ∑
(B) (1 - e(-1)n )sin npx d2 X
(A) 2 + kX(x) = 0
n =1 1 + n π
2 2
dx
∞
1 d2 X
∑
(C)
1 + n 2π 2
(1 - e(-1)n )sin npx (B) 2 - kX(x) = 0
n =1 dx
(D) None of these d2 X dx
2 (C) 2 + k + k 2 X ( x) = 0
∂2 z  ∂z  ∂z dx dx
11. The order and degree of the + 3 xy   + 5
∂x 2  ∂x  ∂y d2 X dx
= 8 are (D) 2 − k + 2k X ( x ) = 0
(A) 1, 1 (B) 1, 2 dx dx
(C) 2, 1 (D) 2, 2 ∂2u
19. The second order partial differential equation 3 x 2
12. The differential equation whose solution is z = (x - a) ∂x 2
(y - b) is ______. ∂2u ∂2u ∂u ∂u
(A) pq = 2z (B) pq = z −6 xy + 3y2 2 − 5 + 7 = 6 x 2 y is ______.
∂x∂y ∂y ∂x ∂y
(C) p = 2zq (D) p = zq
13. Form a PDE of z = (x - y) ϕ (x2 - y2) (A) elliptic equation
(B) parabolic equation
(A) py - xq = z (B) py + xq = z
(C) hyperbolic equation
(C) px + yq = z (D) px - yq = z
(D) depends on the value of x and y
14. The solution of x p + y q = (x + y)z is _______.
2 2

20. Which of the following partial differential equations

 xy x − y 
(A) f (xy, x - y) = 0. (B) f  , =0 represents the one-dimensional diffusion equation?
 z z 
(C) f (zx, z - x) = 0 (D) None of these ∂2u ∂ 2u
(A) 2 = c 2 2
∂t ∂x
15. Solve (2p + 1) q = pz
(A) alog(z - a) = x - ay + b ∂2u ∂2u
(B) 2a log(z + a) = ay + b (B) 2 + 2 = 0
∂x ∂y
(C) 2a log(z - a) = x + ay + b
(D) alog(z + a) = 3x + ay + b
∂u ∂ 2u
16. The solution of q2x (1 + y2) = py2 is ______. (C) = D 2
∂t ∂x
z = a (1 + y2)
(A)
ax 2 ∂2u ∂ 2 u ∂u
z=
(B) - a (1 + y2) + b (D) 2 = c 2 2 +
2 ∂x ∂y ∂x
ax 2 ∂u
z=
(C) + a(1 + y 2 ) + b 21. In the one-dimensional diffusion equation, =D
2 ∂t
ax ∂2u
z=
(D) + a(1 + y 2 ) + b , u(x, t) and D represent respectively
2 ∂x 2

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 Chapter 3  ■  Partial Differential Equations  |  2.69

(A) density of and diffusion coefficient. 24. A string is stretched between two fixed points follows
(B) diffusion and density coefficient. ∂2 y ∂2 y
(C) viscosity and diffusion coefficient. the equation 2 = a 2 2 (t > 0, x > 0) satisfying the
∂t ∂x
(D) diffusion and viscosity coefficient. boundary conditions y(x, 0) = 0, x > 0 and y(0, t) = t
22. Which of the following pair can be represented by
the same partial differential equation? (Except pos- Lt y(x, t) = 0, t ≥ 0, Find y(x, t) in terms of Heaviside’s
x→∞
sibly a change in the constant multiplying the partial unit step function.
derivatives)
(A) The one-dimensional wave equation and the one (A) (t - x) H(t - x)
-dimensional heat equation.  x  x
(B) The one-dimensional wave equation and the two (B) t − a  H t − a 
   
-dimensional Laplace equation.
(C) (t - xa) H(t - xa)
(C) The one-dimensional heat equation and the two-
dimensional Laplace equation. (D) None of these
(D) The one-dimensional heat equation and the one- 25. The one dimensional wave equation is ______.
dimensional diffusion equation.
∂u ∂u
23. Solution of the one dimensional heat equation (A) = c
∂t ∂x
∂u ∂ 2 u
= x > 0, t > 0 satisfying the boundary condi-
∂t ∂x 2 ∂2u ∂ 2u
(B) 2 = c 2 2
tion u(0, t) = 1, u( x ,0) = 0 is ______. ∂t ∂x
 x   x  ∂2u ∂2u
erf 
(A) erf 
 (B)  2 t  (C) 2 = c 2 2
2 t    ∂x ∂t

 1   x  ∂2u ∂u
erf 
(C) erf  
 (D) (D) 2 = c 2
2 t   t ∂t ∂x

Previous Years’ Questions

∂2h ∂2h 3. The Fourier series of the function,
1. The equation Kx + K z = 0 can be trans- f ( x ) = 0, −π < x ≤ 0
∂x 2 ∂z 2
∂2h ∂2h = π − x. 0 < x < π
formed to + = 0 by substituting 
∂xt 2 ∂z 2 In the interval [−π , π ] is
 [GATE, 2008] π 2  cos x cos 3 x 
f ( x) = + + 2 +  +
4 π  12 3 

Kz K  sin x sin 2 x sin 3 x 
xt = x
(A) xt = x x
(B)
Kx Kz  1 + 2 + 3 + 
 
Kx Kz The convergence of the above Fourier series at x = 0
xt = x
(C) xt = x
(D) gives [GATE, 2016]
Kz Kx

2. The partial differential equation that can be formed ∞

1 π2 ∞
( −1) n +1 π 2
∂z ∑
(A) 2
=
6
∑
(B)
n2
=
from z = ax + by + ab has the form (with p = and n =1 n n =1 12
∂x
∂z ∞
1 π2 ∞
( −1) n +1 π 2
q=
∂y
) [GATE, 2010] ∑
(C) = ∑
(D) =
n =1 ( 2n − 1) n =1 2n − 1
2 8 4
z = px + qy
(A)
∂2 p ∂2 p
z = px + pq
(B) 4. The type of partial differential equation +
∂x 2 ∂y 2
z = px + qy + pq
(C)
∂2 p ∂p ∂p
z = qy + pq
(D) +3 +2 − = 0 is  [GATE, 2016]
∂x∂y ∂x ∂y

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 2.70 | Part II  ■  Engineering Mathematics

(A) elliptic k α )x k α )x
C cos( kt )[C1e(
(A) + C2 e −( ]
(B) parabolic
k α )x k α )x
(C) hyperbolic Ce kt [C1e(
(B) + C2 e −( ]
(D) None of these
  k  k  
∂u Ce kt C1 cos 
(C)  x + C2 cos  −  x
5. The solution of the partial differential equation   α  α 
∂t
∂ 2u   k   k  
= α 2 is of the form [GATE, 2016] C sin( kt ) C1 cos 
(D)  x + C2 cos  −  x
∂x   α  α 

Answer Keys

Exercises
1. A 2. D 3. B 4. B 5. C 6. D 7. D 8. D 9. B 10. B
11. C 12. B 13. B 14. B 15. C 16. C 17. A 18. B 19. B 20. C
21. A 22. D 23. A 24. B 25. B

Previous Years’ Questions

1. D 2. C 3. C 4. C 5. B

Chapter 03.indd 70 5/31/2017 12:42:59 PM

 Chapter 4
Linear Algebra

CHAPTER HIGHLIGHTS

☞ Introduction ☞ Systems of linear equations

☞ Determinants

IntroDuction Column Matrix A matrix which has only one column

A set of ‘mn’ elements arranged in the form of rectangular
 a1 
array having ‘m’ rows and ‘n’ columns is called an m × n  
matrix (read as ‘m by n matrix’) and is denoted by A = [aij] a2
A =   or [aij ]n×1
where 1 ≤ i ≤ m; 1 ≤ j ≤ n  
 
 a11 a12 a13  a1n   an 
 
a21 a22 a23  a2 n 
or A= Diagonal Matrix A square matrix is said to be a diagonal
     
  matrix if all its elements except those in the principal diago-
 am1 am 2 am3  amn  nal are zeros. That is, if
The element aij lies in the ith row and jth column.
1. m = n (A is a square matrix) and
2. aij = 0 if i ≠ j (The non-diagonal elements are zeros)
Type of Matrices
Square Matrix A matrix A = [aij]m×n is said to be a square A diagonal matrix of order ‘n’ with diagonal elements d1,
matrix, if m = n (i.e., Number of rows of A = Number of d2, . . . , dn is denoted by Diag [d1 d2 . . . dn].
columns of A) Scalar Matrix A diagonal matrix whose diagonal elements
The elements a11, a22, a33, . . . , ann are called ‘DIAGONAL are all equal is called a scalar matrix. That is, if
ELEMENTS’.
The line containing the diagonal elements is the 1. m = n
‘PRINCIPAL DIAGONAL’. 2. aij = 0 if i ≠ j
The sum of the diagonal elements of ‘A’ is the ‘TRACE’ 3. aij = k if i = j for some constant ‘k’.
of A.
Unit or Identity Matrix A scalar matrix of order ‘n’ in
Row Matrix A matrix A = [aij]m×n is said to be row matrix, which each diagonal element is ‘1’ (unity) is called a unit
if m = 1 (i.e., the matrix has only one row) matrix or identity matrix of order ‘n’ and is denoted by In.
General form is A = [a1, a2, . . ., an] or [aij]1×n That is,

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 2.72  |  Part II  ■  Engineering Mathematics

1. m=n Properties of Transpose

2. aij = 0 if i ≠ j T − 1:  (A′)′ = A, for any matrix A
3. aij = 1 if i = j T − 2: (A + B)′ = A′ + B′, for any two matrices A, B of
1 0 0 same order
1 0   T − 3:  (KA)′ = KA′, for any matrix A
Example: I1 = [1], I 2 =   , I3 =  0 1 0 
0 1 0 0 1 T − 4: (AB)′ = B′A′, for any matrices A, B such that
  number of columns of A = number of rows of B
Null Matrix or Zero Matrix  A matrix is a ‘null matrix’ or (REVERSAL LAW)
zero matrix if all its elements are zeros. T − 5:  (An)′ = (A′)n, for any square matrix A
Upper Triangular Matrix  A square matrix is said to be an Trace of a Matrix
upper triangular matrix, if each element below the principal
Let ‘A’ be a square matrix. The trace of A is defined as the
diagonal is zero. That is,
sum of elements of ‘A’ lying in the principal diagonal.
1. m=n Thus if A = [aij]n × n then trace of ‘A’ denoted by tr A = a11
2. aij = 0 if i > j + a22 + . . . + ann.
1 4 3 2 Properties of Trace of a Matrix  Let A and B be any two
 
0 −1 6 1 square matrices and K any scalar then,
For example, 
0 0 3 2 tr(A + B) = trA + trB
1.
 
0 0 0 9 4×4 tr(KA) = KtrA
2.
Lower Triangular Matrix  A square matrix is said to be a tr(AB) = tr(BA)
3.
lower triangular matrix, if each element above the principal
diagonal is zero, i.e., if Conjugate of a Matrix
A matrix obtained by replacing each element of a matrix ‘A’
1. m=n
by its complex conjugate is called the ‘conjugate matrix’ of
2. aij = 0 if i < j
1 0 0 0 A and is denoted by A. If A = [aij]m×n, then  A =  aij  where
 −2 aij is the conjugate of ‘aij’.
1 0 0
For example,  
0 7 8 0 Properties of Conjugate of a Matrix
5 4 2 1 
 C − 1: (( A)) = Afor any matrix ‘A’
Horizontal Matrix  If the number of rows of a matrix is less C − 2: ( A + B ) = A + B for any matrices A, B of same order.
than the number of columns, i.e., m < n, then the matrix is C - 3 :( KA) = K A for any matrix ‘A’ and any Scalar K.
called horizontal matrix.
C − 4: ( AB) = ( A) ⋅ Bfor any matrices A and B with the con-
Vertical Matrix  If the number of columns in a matrix is dition that number of columns of A = number of
less than the number of rows, i.e., if m > n, then the matrix rows of B.
is called a vertical matrix. C − 5: ( A) n = ( An )for any square matrix ‘A’.
Comparable Matrices Two matrices A = [aij]m×n and B
= [bij]p×q are said to be comparable, if they are of same order, Tranjugate or Transposed Conjugate
i.e., m = p; n = q. of a Matrix
Equal Matrices Two comparable matrices are said to be Tranjugate of a matrix ‘A’ is obtained by transposing the
‘equal’, if the corresponding elements are equal, i.e., A conjugate of A and is denoted by Aq. Thus Aθ = ( A)T .
= [aij]m×n and B = [bij]p×q are equal if Properties of Tranjugate of a Matrix
1. m = p; n = q (i.e., they are of the same order) TC - 1:  (Aq )q = A for any matrix A
2. aij = bij ∀ i, j (i.e., the corresponding elements are TC - 2: (A + B)q = Aq + Bq for any matrices A, B of the
equal) same order.
TC - 3:  (KA)q = KAq for any matrix A and any scalar K.
Transpose of a Matrix TC - 4: (BA)q = BqAq for any matrix A, B with the condi-
tion that number of columns of A = number of
The matrix obtained by interchanging the rows and the col-
rows of B.
umns of a given matrix ‘A’ is called the ‘transpose’ of A
and is denoted by AT or A′. If A is an (m × n) matrix, AT will TC - 5:  (An)q = (Aq)n for any square matrix ‘A’.
be an (n × m) matrix. Thus if A = [aij]m×n then AT = [uij]n×m, Symmetric Matrix  A matrix A is said to be symmetric, if AT
where uij = aji. = A (i.e., transpose of A = A).

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 Chapter 4  ■  Linear Algebra  |  2.73

NOTE S - 3:  a(bA) = (ab)A

A symmetric matrix must be a square matrix. S - 4:  1A = A

Skew-symmetric Matrix  A matrix ‘A’ is said to be skew- Addition of Matrices

symmetric matrix, if AT = (-A), i.e., A = [aij]m×n is skew sym- If A and B are two matrices of the same order, then they are
metric if ‘conformable’ for addition and their sum ‘A + B’ is obtained
1. m=n by adding the corresponding elements of A and B, i.e., if
2. ajI = - aij ∀ i, j A = [aij]m×n; B = [bij]m×n, then A + B = [aij + bij]m×n.

NOTE Properties of Addition  Let A, B and C be three matrices of

same order say m × n, then
In a skew-symmetric matrix, all the elements of the prin-
cipal diagonal are zero. A - 1: A + B is also a m × n matrix (CLOSURE)
A - 2: (A + B) + C = A + (B + C) (ASSOCIATIVITY)
Orthogonal Matrix  A square matrix ‘A’ of order n × n is
A - 3: If ‘O’ is the m × n zero (null) matrix, then A + O = O
said to be an orthogonal matrix, if AAT = ATA = In.
+ A = A (‘O’ is the ADDITIVE IDENTITY)
Involutory Matrix  A square matrix ‘A’ is said to be involu-
A - 4: A + (-A) = (-A) + A = O (-A is the ADDITIVE
tory matrix, if A2 = I (where I is identity matrix).
INVERSE)
Idempotent Matrix A square matrix ‘A’ is said to be an
A - 5: A + B = B + A (COMMUTATIVITY)
idempotent matrix, if A2 = A.
Nilpotent Matrix  A square matrix ‘A’ is said to be nilpotent NOTE
matrix, if there exists a natural number ‘n’ such that An = O. The set of matrices of same order form an ‘Abelian Group’
If ‘n’ is the least natural number such that An = O, then ‘n’ under addition.
is called the index of the nilpotent matrix ‘A’. (Where O is
the null matrix). Multiplication of Matrices
Unitary Matrix  A square matrix ‘A’ is said to be a unitary Let A and B be two matrices. A and B are conformable for
matrix if, AAq = AqA = I. (Where Aq is the transposed con- multiplication, only if the number of columns of A is equal
jugate of A.) to the number of rows of B.
Hermitian Matrix  A matrix ‘A’ is said to be a hermitian Let A = [aij] be an m × n matrix, B = [bjk] be an n × p
matrix, if Aq = A, i.e., A = [aij]m×n is hermitian if matrix. Then the product ‘AB’ is defined as the matrix C =
[cik] of order m × p where cik = ai1b1k + ai 2 b2 k +  + ain bnk
1. m=n n
2. aij = aij ∀i, j = ∑ aij b jk .
j =1
NOTE
cij calculated for i = 1, 2, . . . m and k = 1, 2, . . ., p will give
The diagonal elements in a hermitian matrix are real numbers. all the elements of the matrix C.
Skew-hermitian Matrix  A matrix ‘A’ is said to be a skew- Properties of Multiplication
hermitian matrix, if Aq = -A. M - 1: If A, B, C be m × n, n × p, p × q matrices respec-
tively, then (AB)C = A(BC) (ASSOCIATIVITY).
Operations on Matrices M - 2: If A is a m × n matrix, then A In = A and Im A = A
and if A is a square matrix, i.e., m = n, then AI =
Scalar Multiplication of Matrices IA = A (I is the MULTIPLICATIVE IDENTITY).
If A is a matrix of order m × n and ‘K’ be any scalar (a M - 3: If A, B, C be m × n, n × p, p × q matrices respectively,
real or complex number), then KA is defined to be a m × then A(B + C) = AB + AC (DISTRIBUTIVE LAW).
n matrix whose elements are obtained by multiplying each M - 4: Matrix multiplication is NOT COMMUTATIVE
element of ‘A’ by K, i.e., if A = [aij]m×n then KA = [Kaij]m×n in in general.
particular if K = -1; then KA = -A is called the negative of M - 5: The INVERSE of a given matrix may not always exist.
A and is such that,
A + (-A) = [aij] + [-aij] = [aij - aij] = [0] = O (zero matrix) Determinants
(-A) + A = [-aij] + [aij] = [-aij + aij] = [0] = O
Let A = [aij] be a square matrix of order ‘n’. Then the deter-
That is, A + (-A) = (-A) + A = O.
minant of order ‘n’ associated with ‘A’ is denoted by | A | or
Properties of Scalar Multiplication |aij| or Det(A) or D.
Let A, B are two matrices of same order and a, b are any
NOTES
scalars, then
S - 1:  a(A + B) = aA + aB   1. Determinant of a matrix exists, only if it is a square matrix.
S - 2:  (a + b)A = aA + bA   2.  The value of a determinant is a single number.

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 2.74  |  Part II  ■  Engineering Mathematics

Determinant of Order 1 (or First a1 b1 c1

Order Determinant) Let ∆ = a2 b2 c2
If ‘a’ be any number, then determinant of ‘a’ is of order ‘1’ a3 b3 c3
and is denoted by |a|. The value of |a| = a.
Enter the first column and then the second column after the
Determinant of Order 2 (or Second Order third column and take the product of numbers as shown by
Determinant) the arrows, taking care of signs indicated
a1 b1 c1 a1 b1
If ‘A’ is a square matrix of order 2 given by
a b  a1 b1 a2 b2 c2 a2 b2
A =  1 1  then Det ( A) = is determinant of
 a2 b2  a2 b2
a3 b3 c3 a3 b3
order 2 and its value is D = a1b2 - a2b1
Then
Minor and Cofactor of a Matrix
D = a1b2c3 + b1c2a3 + c1a2b3 - a3b2c1 - b3c2a1 - c3a2b1
 a1 b1 c1  We can now define the cofactor of an element aij in a 4 × 4
 
Let A =  a2 b2 c2  be a 3 × 3 matrix matrix as (-1)i+j × (Determinant of the 3 × 3 matrix obtained
a b3 c3  by deleting the i-th row and j-th column) and determinant of
 3
a 4 × 4 matrix to be the sum of products of elements of any
Then the minor of an element aij of ‘A’ is the determinant of row (or column) by their corresponding cofactors. We can
the 2 × 2 matrix obtained after deleting the i-th row and j-th similarly define determinant of a square matrix of any order.
column of A and is denoted by Mij.
Properties of Determinant
The cofactor of aij is denoted by Aij and is defined as
(-1)i+j Mij, i.e., Aij = (-1)i+j Mij 1. If two rows (or columns) of a determinant are
interchanged, the value of the determinant is multiplied
Determinant of Order 3 (Third by (-1).
Order Determinant) 2. If the rows and columns of a determinant are
If A is a square matrix of order ‘3’, given by interchanged, the value of the determinant remains
 a1 b1 c1  unchanged, i.e., Det(A) = Det(AT).
  3. If all the elements of a row (or column) of a
A =  a2 b2 c2  . Then the determinant of ‘A’ is given by
a determinant are multiplied by a scalar (say ‘K’), the
 3 b3 c3  value of the new determinant is equal to ‘K’ times the
a1 b1 c1 value of the original determinant.
∆ = Det A = a2 b2 c2 is a determinant of order 3 and 4. If two rows (or columns) of a determinant are
identical, then the value of the determinant is zero.
a3 b3 c3
5. If the elements of a row (or a column) in a determinant
the value is obtained by taking the sum of the products of
are proportional to the elements of any other row (or
the elements of any row (or column) by their corresponding
column), then the determinant is ‘0’.
cofactors.
Thus for A, D = a1A1 + b1B1 + c1C1 6. If every element of any row (or column) is zero, then
determinant is ‘0’.
         = a1 b2 c2
− b1
a2 c2
+ c1
a2 b2 7. If each element in a row (or column) of a determinant is
b3 c3 a3 c3 a3 b3 the sum of two terms, then its determinant can be
or also D = a1A1 + a2A2 + a3A3 expressed as the sum of two determinants of the same
order.
b2 c2 b1 c1 b c1
= a1 − a2 + a3 1 8. (The theorem of ‘false cofactor’) The sum of products
   b3 c3 b3 c3 b2 c2 of elements of a row (or column) with the cofactors of
(This is by expanding by C1) and so on. any other row (or column) is zero.
The sign to be used before a particular element can be  a1 b1 c1 
judged by using the following rule:  
Thus in A =  a2 b2 c2 
+-+ a b c 
 3 3 3
-+-
a1A2 + b1B2 + c1C2 = 0
+-+
The value of the determinants of order 3 can also be evalu- a2A1 + b2B1 + c2C1 = 0 and so on in general
ated by using ‘Sarrus’ method given as follows: arAs + brBs + crCs = 0 if r ≠ s

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 Chapter 4  ■  Linear Algebra  |  2.75

9. If the elements of a determinant are polynomials in x Results

and the determinant vanishes for x = a, then x - a is a 1. If ‘A’ is of order 3 × 3 and K is any number, then
factor of the determinant. Adj(KA) = K ²(Adj A).
2. A(Adj A) = (Adj A)A = |A| I for any square matrix ‘A’.
Singular and Non-singular Matrices
3. Adj I = I; Adj O = O where I is the identity matrix and
A square matrix ‘A’ is said to be singular, if Det(A) = 0 and O is the null matrix.
is non-singular, if Det(A) ≠ 0.
4. Adj(AB) = (Adj B) (Adj A) if A, B are non-singular
and are of same type.
NOTES
5. If A = An ×n, then
  1.  A unit matrix is non-singular (since its Det = 1)
  2. If A and B are non-singular matrices of the same det(Adj A) = (det A)n–1.
‘type’, then AB is non-singular of the same ‘type’. Adj(Adj A) = (det A)n–2(A).
2
|Adj(Adj A)| = (det A)(n–1)
Inverse of a Matrix
Evaluating Inverse of a Square Matrix
Let ‘A’ be a square matrix. A matrix ‘B’ is said to be an
inverse of ‘A’, if AB = BA = I. 1
If A is a square matrix, then A−1 = ( Adj A)
A
NOTE NOTES
If B is the inverse of ‘A’, then ‘A’ is the inverse of ‘B’.  1.  The inverse of an identity matrix is itself.
1
Some Results of Inverse   2.  ( Adj A) −1 = A
A
1. Inverse of a square matrix, when it exists, is unique.
  3. If A is a non-singular square matrix (say of order 3)
2. The inverse of a square matrix exists, if and only if it and K is any non-zero number, then
is non-singular.
1 −1
3. If ‘A’ and ‘B’ are square matrices of the same order, ( KA) −1 = A
then ‘AB’ is invertible (i.e., inverse of AB exists) if ‘A’ K
and ‘B’ are both invertible.
4. If ‘A’ and ‘B’ are invertible matrices of the same
Rank and Nullity of a Matrix
order, then (AB)-1 = B-1 A-1. Rank of a Matrix  The Matrix ‘A’ is said to be of rank ‘r’, if
5. If A is invertible, then so is AT and (AT)-1 = (A-1)T. and only if it has at least one non-singular square sub-matrix
of order ‘r’ and all square sub-matrices of order (r + 1) and
6. If A is invertible, then so is Aq and (Aq)-1 = (A-1)q.
higher orders are singular. The rank of a matrix A is denoted
by rank (A) or r(A).
Adjoint of a Matrix
Nullity of a Matrix  If A is a square matrix of order ‘n’, then
The adjoint of a square matrix ‘A’ is the transpose of the
n - r(A), i.e., n - rank (A) is defined as nullity of matrix ‘A’
matrix obtained by replacing the elements of ‘A’ by their
and is denoted by N(A).
corresponding cofactors.
Remark 1: If there is a non-singular square sub-matrix of
NOTE order ‘K’, then r(A) ≥ K.
The adjoint is defined only for square matrices and Remark 2: If there is no non-singular square sub-matrix of
the adjoint of a matrix ‘A’ is denoted by Adj(A). If order ‘K’, then r(A) < K.
 a1 a2  an  Remark 3: If A′ is the transpose of A, then r(A) = r(A′).
  Remark 4: The rank of a null matrix is ‘0’.
b1 b2  bn 
A=
     Remark 5: The rank of a non-singular square matrix of
  order ‘n’ is ‘n’ and its nullity is ‘0’.
 l1 l2  l n 
T
Remark 6: Elementary operations do not change the rank
 A1 A2  An   A1 B1  L1  of a matrix.
   
B1 B2  Bn   A2 B2  L2  Remark 7: If the product of two matrices A and B is
Adj A =  =
            defined, then r(AB) ≤ r(A) and r(AB) ≤ r(B). That is, the
    rank of product of two matrices cannot exceed the rank of
 L1 L2  Ln   An Bn  Ln 
either of them.

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 2.76  |  Part II  ■  Engineering Mathematics

Elementary Operations or Elementary 1 3 2 

Transformations Example: B = 3 4 −4 
1. Elementary row operations 1 1 6 
(a)  Ri ↔ Rj: Interchanging of ith and jth rows
(b) Ri → KRi: Multiplication of every element of ith 1 0 1 
1
row with a non-zero scalar K C2 − 3C1 , C3 ∼ 3 −5 −2  = C (say )
2
(c) Ri → Ri + kRj: Addition of k times the elements of 1 −2 6 
jth row to the corresponding elements of ith row.
C is a column equivalent to B.
2. Elementary column operations
(a)  Ci ↔ Cj: Interchanging of ith and jth columns Row Reduced Matrix  A matrix A of order m × n is said to
be row reduced if,
(b) Ci → KCi: Multiplication of every element of ith
column with a non-zero scalar K. 1.
The first non-zero element of a non-zero row is 1.
(c) Ci → Ci + KCj: Addition of K times the elements 2.
Every other element in the column in which such 1’s
of jth column to the corresponding elements of occur is 0.
ith column.  2 3 −4 1  1 0 2
Example: Consider the matrix A =  3 0 1 5   
A =  0 1 3  is a row reduced matrix
 4 7 1 2  0 0 0
 
2 3 − 4 1  1 0 4
   
R2 → 2R2  ∼ 6 0 2 10  B =  0 5 0  is not a row reduced matrix.
 4 7 1 2  0 0 0
 
2 − 4 3 1 Row Reduced Echelon Matrix  A matrix ‘X ’ is said to be
C2 ↔ C3  ∼  3 1 0 5  row reduced echelon matrix if,
 
 4 1 7 2  1.
X is row reduced.
There exists integer P(0 ≤ p ≤ m) such that first ‘p’
2.
 0 − 4 3 1 rows of X are non-zero and all the remaining rows are
C1 → C1 - 2C4  ∼  −7 1 0 5  zero rows.
 0 1 7 2  3.
For the ith non-zero row, if the first non-zero element
NOTE of the row (i.e., 1) occurs in the jth column then, j1 <
The rank of a matrix is invariant under elementary operations j2 < j3 < . . . < jp.

1 0 2
0
Row and Column Equivalence Matrices   0 1 2 0
0 1 0
3  
Example: P =  ; Q = 0 0 0 1 
Row Equivalence Matrix If B is a matrix obtained by 0 0 4
1
  0 0 0 0
applying a finite number of elementary row operations  
successively on matrix A, then matrix B is said to be row 0 0 0
0
equivalent to A (or a row equivalent matrix of A). are echelon matrices. The number of non-zero rows (i.e.,
value of P and Q) are 3 and 2 respectively. The value of i and
Column Equivalence Matrix  If B is obtained by applying a j are tabulated below
finite number of elementary column operations successively
i 1 2 3 i 1 2
on matrix A, then matrix B is said to be column equivalent P: Q:
to A (or a column equivalent matrix of A ). j 1 2 3 j 2 4
  
1 3 4  Normal form of a Matrix
Example: A =  2 5 −2  By means of elementary transformations, every matrix ‘A’
1 4 −3 of order m × n and rank r (> 0) can be reduced to one of the
following forms.
1 3 4   Ir 0  Ir 
R2 − 2 R1 , R3 − R1 ∼ 0 −1 −10  = B (say )
 1.     2. [Ir/0]  3. [Ir]  4.   0 
 
 0 0
0 1 −7  and these are called the normal forms. Ir is the unit matrix
B is a row equivalent matrix of A. of order ‘r’.

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 Chapter 4  ■  Linear Algebra  |  2.77

NOTE When the system of equations has one or more solutions,

the equations are said to be CONSISTENT and the system
If a m × n matrix ‘A’ has been reduced to the normal form
of equations are said to be INCONSISTENT if it does not
 I 0
say  r  then ‘r’ is the rank of A. admit any solution. The system of equations (1) is said to be
 0 0 HOMOGENEOUS, if B = 0
NON-HOMOGENEOUS, if B ≠ 0
Let the system of equations be
Systems of Linear Equations a11x1 + a12x2 + . . . + a1nxn = b1
Let a11 x1 + a12 x2 +  + a1n X n = b1  
a12x1 + a22x2 + . . . + a2nxn = b2
a21 x1 + a22 x2 +  + a2 n X n = b2  ................................
. . .  ................................

. . .  am1x1 + am2x2 + . . . + amnxn = bm
. . . 
 This is a system of ‘m’ equations in ‘n’ variables x1, x2, . . . ,
an1 x1 + an 2 x2 +  ann xn = bn  (1) xn. The system of equations can be written as AX = B where
be a system of ‘n’ linear equations in ‘n’ variables x1, x2, . . . ,
xn. The above system of equations can be written as  a11 a12  a1n   x1   b1 
     
 a21 a22  a2 n   x2  b2
 a11 a12  a1n   x1   b1  A= ,X = , B= 
          
          
 a21 a22  a2 n   x2  =  b2  or AX = B  am1 am 2 amn   xn   bm 
         
    
 an1 an 2  ann   xn   bn   a11 a12  a1n b1 
 
a a  a2 n b2 
where The matrix  21 22 is called the augmented
    
 
 a11 a12  a1n   x1   b1   am1 am 2  amn bm 
     
a21 a22  a2 n  x2 b2 matrix of the system of equations and is denoted by [A : B].
A= , X =  , B =  
         Let AX = B represents ‘m’ linear equations with ‘n’
      variables. Let rank of A = r and rank (A, B) = r1 [where (A,
 an1 an 2  ann   xn   bn 
B) is an augmented matrix]. If r1 ≠ r, then the system of
A is called the co-efficient matrix. equations are inconsistent.
If r1 = r, the table follows:
Any set of values of x1, x2, x3, . . . which simultaneously
satisfy these equations is called a solution of the system.

m=n m>n m<n

r=n r<n r=n r<n r=m r<m
Homo-
Only trivial solution Infinite solutions Only trivial solution Infinite solutions Infinite solutions Infinite solutions
geneous
Non-homo
Unique solution Infinite solutions Unique solution Infinite solutions Infinite solutions Infinite solutions
geneous

Solving System of Linear Equations x1 = D1/D; x2 = D2/D; x3

The following methods of solving system of linear equa- = D3/D; . . .; xn = Dn/D.
tions (1) is applicable only when the co-efficient matrix ‘A’
is non singular, i.e., | A | ≠ 0.
Inverse Method
Cramers Method
Let the system of linear equations be AX = B, where A, X, B
Let AX = B represent the system of equations (1) where A, X
are as defined earlier.
and B are as defined earlier.
If |A| ≠ 0 then pre-multiplying with A-1, we get A-1 (AX)
Let D be | A | and D1, D2, . . . , Dn be the determinants obtained
= A-1B.
by replacing the elements of 1st, 2nd, . . . , nth column of A
⇒  X = A-1B which gives the values of the variables.
by the elements of B. Then if D ≠ 0, we have

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 2.78  |  Part II  ■  Engineering Mathematics

Gauss-Jordan Method NOTE

Consider the augmented matrix [A : B] of the system of ‘n’ The maximum number of linearly independent rows or
non-homogeneous equations (1) in n-variables columns of a matrix is called the rank of the matrix.
 a11 a12  a1n b1 
  LU Decomposition Method of Factorisation
 a21 a22  a2 n b2  or Method of Triangularization
    
  Consider the system of equations
 an1 an 2  ann bn 
a11 x1 + a12 x2 + a13 x3 = b1 
Reduce this augmented matrix to the standard form 
a21 x1 + a22 x2 + a23 x3 = b2  (1)
1 0  0 d1  a31 x1 + a32 x2 + a33 x3 = b3 
0 1  0 d2 
 In matrix notation, Eq. (1) can be written as AX = B(2)
    
 
0 0  1 dn   a11 a12 a13   x1   b1 
where A =  a21 a22 a23  , X =  x2  and B = b2 
By applying the elementary operations, the solution of the
 a31 a32 a33   x3   b3 
equations is x1 = d1, x2 = d2, . . . , xn = dn.
Step 1: Write A = LU, where L → Lower triangular matrix
Gauss Elimination Method with principal diagonal elements being equal to 1 and U →
Let the system of linear equations given by Upper triangular matrix.
a11 x1 + a12 x2 +  + a1n xn = c1   1 0 0 u11 u12 u13 
a21 x1 + a22 x2 +  + a2 n xn = c2  That is, L = l21 1 0  and U =  0 u22 u23 
 

a31 x1 + a32 x2 +  + a3n xn = c3   l31 l32 1   0 0 u33 


. . . .  (1)
 Step 2: Now Eq. (2) becomes LUX = B(3)
. . . .
 Step 3: Let UX = Y(4)
. . . . 
  y1 
an1 x1 + an 2 x2 +  + ann xn = cn 
where Y =  y2 
Let a11≠ 0 write the above equations in the matrix form AX
 y3 
=B
Write the augmented matrix [A B].
Step 4: Combining Eqs. (3) and (4), we get LY = B(5)
Using elementary row operations, eliminate the unknown On solving Eq. (5) we get y1, y2, y3.
x1 from all the equations except the first. Eliminate the
Step 5: Substituting Y in Eq. (4), we get UX = Y
unknown x2 from all the equations except from first and
On solving, we get X, i.e., x1, x2, x3.
second rows, continuing in this way we finally get the fol-
lowing equivalent system of equations at the (n - 1)th step.
The Characteristic Equation of a Matrix
a′11x1 + a′12x2 + a′13x3 + . . . + a′1nxn = c′1
Characteristic Matrix  If A is any square matrix, the matrix
a′22x2 + . . . + a′2nxn = c′2
A - lI where l is a scalar, is called the characteristic matrix
a′33x3 + . . . + a′3nxn = c′3 of A.
a′nnxn = c′n
Characteristic Polynomial If A is any square matrix of
From the above system of equations we can find the values order n, then the determinant | A- lI | yields a polynomial
of the unknowns. f(l) of degree n in l which is known as the characteristic
polynomial of the matrix A.
Linear Dependence Characteristic Equation If f(l) is the characteristic
A set of vectors of n dimensions is said to be linearly polynomial of a matrix A, then f(l) = 0, is called the
dependent if one of these vectors can be expressed as a lin- characteristic equation of A.
ear combination of some other vectors in the set. And the roots of this equation, say l1, l2, . . . , ln are called
If no vector can be expressed as a linear combination the characteristic roots or latent roots or eigen values. If l is
of the others, then the set of vectors is said to be linearly a characteristic root of ordert, then t is called the algebraic
independent. multiplicity of l.

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 Chapter 4  ■  Linear Algebra  |  2.79

Characteristic Vectors  Corresponding to each characteristic Procedure to Reduce a Square Matrix

root l, there is a non-zero vector which satisfies the character- into Diagonal Form
istic equation | A - lI | = 0. These non-zero vectors are called
Let A be a square matrix of order n that can be reduced to
the characteristic vectors or eigen vectors or latent vectors.
diagonal form
NOTES 1. Find the eigen values and their corresponding eigen
  1. The characteristic roots of a matrix and its transpose vectors of A. Let l1, l2, l3, . . . , ln be the eigen values
are the same. and let X1, X2, X3, . . ., Xn be their corresponding eigen
  2. 0 is a characteristic roots of a matrix, if the matrix is vectors that are linearly independent.
singular. 2. Form the matrix P with X1, X2, X3, . . ., Xn as its columns
  3. The characteristic roots of a triangular matrix are just i.e., P = [X1 X2 X3 … Xn] it can be easily observed that
the diagonal elements of the matrix. P is invertible.
  4. If K is any scalar, the characteristic roots of matrix KA 3. Find the inverse of P (i.e., find P-1)
are K times the characteristic roots of matrix A. 4. The diagonal form of A is given by D = P-1 AP.
  5. If a1, a2, a3, . . ., an are characteristic roots of matrix λ1 0 0  0 
A and K is a scalar, then the characteristic roots of 0 λ 0  0 
Where D =   is a diagonal matrix
2
matrix A - KI are a1 - K, a2 - K, . . ., an - K.
     
  6. If l is a characteristic root of a non-singular matrix,  
then l-1 is a characteristic root of A-1. 0 0 0  λn 
  7. If the eigen values of A are l1, l2, . . ., ln then the eigen with eigen values of A as its principal diagonal elements.
values of A² are l12, l22, . . ., ln2. NOTE
Here P is called the modal matrix and D is the spectral
Cayley-Hamilton Theorem matrix of the matrix A
Every square matrix satisfies its characteristic equation. Power of a Matrix by Using its Diagonal Form
Inverse by Cayley-Hamilton Theorem If D is the diagonal form of a square matrix A, then for any
Let A be non-singular square matrix of order n positive integer n, we have An = P Dn P-1.
Let the characteristic equation of A be Where P is the modal matrix of A.

|A - lI| = (-1)n ln + C1ln–1 + C2ln–2 + . . . + Cn–1 l + Cn = 0 SOLVED EXAMPLES

Where C1, C2, . . ., Cn are all scalar constants Example 1
Then by Cayley-Hamilton theorem Find the value of
(-1)nAn + C An–1 + C An–2 + . . . + C A + C I = O(1)
1 2 n–1 n a + b + 2c a b
Multiplying Eq. (1) throughout by A-1, we have c b + c + 2a b .
c a c + a + 2b
A-1[(-1)n An –1 + C1 An–1 + C2 An–2 + . . . + Cn–1 A+ CnI ] = A-1 . 0
Solution
⇒ (-1)nAn–1 + C1 An–2 + C2 An–3 + . . . + Cn–1 I + Cn A-1 c1 → c1 + c2 + c3
−1
⇒ A−1 = [( −1) n An −1 + C1 An − 2 + C2 An −3 +  + Cn −1 I ] 2( a + b + c) a b
Cn
2( a + b + c) b + c + 2a b
NOTE 2( a + b + c) a c + a + 2b
Similarly, we can find A-2, A-3, . . . for the matrix Ax pro-
vided A is non-singular. 1 a b
= 2( a + b + c) 1 b + c + 2a b
Power of a Matrix by 1 a c + a + 2b
Cayley-Hamilton Theorem R2 → R2 - R1  R3 → R3 - R1
Cayley-Hamilton theorem is also helpful in finding higher 1 a b
powers of a square matrix with least possible number of matrix
2( a + b + c) 0 a + b + c 0
multiplications. This is explained in Examples 11 and 12.
0 0 a+b+c
Reduction to Diagonal Form 1 a b
If A is a square matrix of order n with n linearly independent = 2( a + b + c)3 0 1 0 = 2( a + b + c)3 .
eigen vectors, then A can be reduced to a diagonal matrix,
called diagonal form of A. 0 0 1

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 2.80  |  Part II  ■  Engineering Mathematics

Example 2 ⇒  x(1, 3, 2) + y(1, -4, 1) + z(-1, 2, 5)

 3 1 −2  = (0, 0, 0) only when x = 0, y = 0, z = 0.
Find the rank of the matrix   2 0 −1 . \ The set of vectors are linearly independent.
1 4 1  Example 4
Show that the set of vectors {(2, 3, 9), (3, -2, -6), (-1, 5,
Solution 15)} are linearly dependent.
Given
Solution
 3 1 −2  1 4 1 
 2 0 −1 R ↔ R  2 0 −1 Let x, y, z e R such that
  1 3  x(2, 3, 9) + y(3, -2, -6) + z(-1, 5, 15) = (0, 0, 0)
1 4 1   3 1 −2 
2x + 3y − z = 0
R2 → R2 - 2R1 and R3 → R3 - 3R1 ⇒ 3x − 2 y + 5 z = 0
1 4 1 9 x − 6 y + 15 z = 0
∼ 0 −8 −3 The above system when expressed in matrix form we have
0 −11 −5 the coefficient matrix
   2 3 −1
1 4 1  A =  3 −2 5 
−11  
R3 → R3 + R2 ∼ 0 −8 −3   9 −6 15 
8  −7 
0 0  2 3 −1
 8 
3 −2 5 = 0
which is a row echelon form. The number of non zero rows
= 3. 9 −6 15
The rank of the matrix = The number of non-zero rows in 2 3
it = 3 as R3 = 3R2 and ≠0
3 −2
\ Rank of the matrix = 3.
\ Rank of A = 2 < the number of variables which is 3.
Example 3 \ The system will possess a non-zero solution, i.e.,
Find whether the vectors given below are linearly dependent 2x + 3y − z = 0
or independent {(1, 3, 2), (1, -4, 1), (-1, 2, 5)}.
3x − 2 y + 5 z = 0
Solution x y z
= = = k (say )
Let x, y, z ∈ R such that x(1, 3, 2) + y(1, - 4, 1) + z(-1, 2, 15 − 2 −3 − 10 −4 − 9
5) = (0, 0, 0) ⇒  x = 13k, y = -13k and z = -13k
x+ y−z =0 Let k = 1 ⇒ x = 13, y = -13, z = -13
⇒ 3x − 4 y + 2 z = 0 } (1) \ There exists a non-zero solution such that x, y, z e R
2 x + y + 5z = 0 x(2, 3, 9) + y(3, -2, -6) + z(-1, 5, 15) = (0, 0, 0)
The above system of equations when expressed in \ The set of given vectors are linearly dependent.
determinant form, we have
Example 5
1 1 −1 1 1 −1 How many solutions are there for the system of linear equa-
R 2 −3 R1 , R 3 − 2 R1
3 −4 2  → 0 −7 5 tions x + 2y + z = 0, 3x + 2y - z = 0 and 4x + y - 3z = 0?
2 1 5 0 −1 7
Solution
Determinant of the co-efficient matrix of the given e­ quations
1 1 1 −1
R3 − R 2 1 2 1

7 → 0 −7 5
is 3 2 −1
44
0 0 4 1 −3
7
\ Rank = 3 = number of unknowns = 1(-6 + 1) -2(-9 + 4) +1(3 - 8) = 0
\ There exists a unique solution x = 0, y = 0 and z = 0 \ The system has infinite number of solutions.

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 Chapter 4  ■  Linear Algebra  |  2.81

Example 6 Augmented matrix,

Solve the system of equations 1 1 1 6
x1 + x2 + x3 = 1, 3x1 + x2 - 3x3 = 5 and x1 - 2x2 - 5x3 = 10 by [ AB ] is  3 −2 −1 −4 
LU decomposition method.  2 3 −2 2 
Solution R2 → R2 -3R1, and R3 → R3 - 2R1
1 1 1   x1   1   1 1 1 6 
AX = B ⇒ 3 1 −3  x2  =  5  ∼  0 −5 −4 −22 
1 −2 −5  x3  10   0 1 −4 −10 
1 1
Step 1: LU = A R1 → R1 + R and R3 → R3 + R2
5 2 5
1 0 0  u11 u12 u13  1 1 1   1 8 
⇒ l21 1 0   0 u22 u23  = 3 1 −3  1 0
5 5 
 
 l31 l32 1   0 0 u33  1 −2 −5 ∼ 0 −5 −4 −22 
 24 72 
Expanding and on solving we get, u11 = 1, u12 = 1, u13 = 1,  0 0 − − 
 5 5
3
u22 = -2, u23 = -6, u33 = 3,
= l21 3=
, l31 1, l32 = −5 −5
2 R2 → R3 + R2 ; R3 → R3
6 24
Step 2: Now LUX = B
 1 8 
Step 3: Let UX = Y  1 0
5 5 
Step 4: \ LY = B  
∼ 0 −5 0 −10 
 0 0 1 3 
  
1 0 0   y1   1 
  1 −1
⇒ 3 1 0   y2  =  5  R1 → − R3 and R2 → R2
5 5
 3   y  10 
1 1  3    1 0 0 1 
 2  1
R2 → − R2 ∼ 0 1 0 2 
On solving, y1 = 1, y2 = 2 and y3 = 6. 5
0 0 1 3 
Step 5: UX = Y
\ Solution is x = 1, y = 2 and z = 3.
1 1 1   x1  1 
⇒ 0 −2 −6   x2  =  2  Example 8
0 0 3   x3  6  Solve 3x + 2y - z = 0, 4x + y + 2z = 0 and x - 5y + 7z = 0.

On solving we get x1 = 6, x2 = -7 and x3 = 2 Solution

\  The solution is (6, -7, 2).
Determinant of the co-efficient matrix of the equations
Example 7 3 2 −1
Solve: x + y + z = 6, 3x - 2y - z = -4 and 2x + 3y -2z = 2. when written in matrix form is 4 1 2
1 −5 7
Solution = 3(7 + 10) -2(28 - 2) -1(-20 - 1)
1 1 1 = 51 - 52 + 21 = 20
A = 3 −2 −1 = 1(7) − 1( − 4) + 1(9 + 4) ≠ 0 \  The given system of equations have only one solution,
i.e., x = y = z = 0.
2 3 −2
Example 9
\ The set of given equations are non-homogeneous and the
Determine the eigen values and eigen vectors of
number of equations is equal to the number of variables.
\ The given system of equations is consistent and has a 2 4
A= .
unique solution. 3 3

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 2.82  |  Part II  ■  Engineering Mathematics

Solution ⇒  l3 - 12l2 + 36l - 32 = 0

Characteristic equation of the given matrix is | A - l | = 0 l = 2, 2, 8
2−λ 4 \ Eigen values are 2, 2, 8.
⇒ =0
3 3−λ
Example 11
⇒  l2 - 5l - 6 = 0 4 2
 (l - 6)(l + 1) = 0 If A =   , then find A by using Cayley-Hamilton
16

 −7 −4 
⇒  l = -1 and l = 6 are the eigen values. Eigen vector theorem.
corresponding to l = -1 is obtained as follows:
Solution
 2 4   1 0    x1   0  The characteristic equation of
  + 1    =  
  3 3   0 1    x2   0  4 2
A=   is | A − λ I | = 0
 3 4   x1   0   −7 − 4 
⇒    =  
 3 4   x2   0  4 − λ 2 
⇒  =0
⇒ 3x1 + 4x2 = 0  −7 −4 − λ 
4 ⇒ (4 - l)(- 4 - l) + 14 = 0
3x1 + 4x2 = 0 ⇒ x1 = − x2
3 ⇒  -16 - 4l + 4l + l2 + 14 = 0
\ Eigen vector corresponding to l = -1 is, ⇒  l2 - 2 = 0 (1)
 −4   −4  By Cayley-Hamilton theorem, the matrix A satisfies its
x  x
X =  1  =  3 2  = x2  3  characteristic equation (1).
 x2   x    \ A2 - 2I = O
 2   1 
1 0  0 0 
Similarly eigen vector corresponding to l = 6 is obtained where I =   and O =  
as follows: 0 1  0 0 
⇒  A2 = 2I(2)
 2 4   1 0    x1   0 
  − 6    =   Now A16 = (A2)8 = (2I)8 (From Eq. (2))
  3 3   0 1    x2   0 
1 0 
= 28 I 8 = 256 I = 256  
 −4 4   x1   0  0 1 
⇒    =  
 3 −3   x2   0 
 256 0 
⇒  - 4x1 + 4x2 = 0 and 3x1 - 3x2 = 0 \ A16 =  
 0 256 
⇒  x1 = x2
Eigen vector corresponding to l = 6 is, Example 12

 x  x  1 2 0 3 
X =  1  =  2  = x2   .
x
 2  2x 1 If A = 0 4 −5 ; then find the value of the
0 1 0 
Example 10 matrix polynomial 3A9 - 18A8 + 39A7 - 32A6 + 12A5
Find the eigen values of the matrix - 26A4 + 16A3 + 24A2 - 50A + 40I.
6 2 2
  Solution
A =  2 3 1 .
 2 1 3 The characteristic equation of
 
2 0 3 
Solution A = 0 4 −5 is | A - l I | = 0
Characteristic equation of the given matrix is A − λ = 0 0 1 0 

6−λ 2 2 2−λ 0 3
⇒ 2 3−λ 1 =0 ⇒ 0 4−λ −5 = 0
2 1 3−λ 0 1 −λ

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 Chapter 4  ■  Linear Algebra  |  2.83

⇒ (2 - l) {(4 - l)(-l) + 5} =

 0 Now consider the given matrix polynomial
⇒ (2 - l) {(l2 - 4l + 5)} = 0 3A9 - 18A8 + 39A7 - 32A6 + 12A5 - 26A4 + 16A3 + 24A2 -
⇒ 2l2 - 8l + 10 - l3 + 4l2 - 5l = 0. 50A + 40I
⇒  - l3 + 6l2 - 13l + 10 = 0 = 3A9 - 18A8 + 39A7 - 30A6 - 2A6 + 12A5 - 26A4 + 20A3
⇒  l3 - 6l2 + 13l - 10 = 0 (1) - 4A3 + 24A2 - 52A + 2A + 40I
= 3A6 (A3 - 6A2 + 13A - 10I ) - 2A3(A3 - 6A2 + 13A - 10I)
By Cayley-Hamilton theorem, the matrix A will satisfy its - 4(A3 - 6A2 + 13A - 10I) + 2A
characteristic Eq. (1)
= 3A6 × 0 - 2A3 × 0 - 4 × 0 + 2A
\ A3 - 6A2 + 13A - 10I = O,
(From Eq. (2))
1 0 0  0 0 0 
    2 0 3  4 0 6 
where l = 0 1 0   and O = 0 0 0 
0 0 1  0 0 0  = 2 A = 2 0 4 −5 =  0 8 −10  .
\  A - 6A + 13A - 10I = 0
3 2
(2) 0 1 0   0 2 0 

Exercises
1. Which of the following is false? a11 a12 a13
(A) Every diagonal matrix is a square matrix.
(B) Every unit matrix is a scalar matrix. 6. If D = a21 a22 a23 , then which of the following is
(C) Every square matrix is a diagonal matrix. a31 a32 a33
(D) Every scalar matrix is a diagonal matrix. true? (Here, Aij is the cofactor of the element aij)
 1 a12  a1n 
  a11 A11 + a21 A12 + a23 A32 = D
(A)
a21 2  a2 n 
2. If the trace of the matrix  is 55 a11 A11 + a12 A12 + a13 A13 = D
(B)
      a21 A12 + a23 A32 + a12 A21 = D
(C)
 
 an1 an 2  n  a12 A21 + a21 A12 + a31 A13 = D
(D)
then the value of n is
(A) 10 (B) 11  2 3 −3 
 
(C) 9 (D) Cannot be determined 7. The determinant value of  1 −2 2  is
3. Which of the following statement is/are false?  7 4 −4 
 
(A)  AT . BT always defined for square matrices of same (A) 0 (B) 10
order. (C) -10 (D) 15
(B) AT ⋅ B is defined for matrices of the same order.
(C)  tr(AT) + tr(BT) is always defined for matrices A, B of n! ( n + 1)! ( n + 2)!
same order. 8. The value of ( n + 1)! ( n + 2 )! ( n + 3)! is
(D)  AT + BT is always defined for matrices A, B of same ( n + 2)! ( n + 3)! ( n + 4)!
order.
(A) 2n! (n + 1)!
4. Consider the following statements about two square
(B) 2n! (n + 1)! (n + 2)!
matrices A and B of the same order:
(C) (2n)! (n + 1)! (n + 2)!
P: (A + B)2 = A2 + 2AB + B2
(D) 2n! (n + 3)!
Q: (A + B) (A - B) = A2 - B2
xC xC x +1 C

Then, 0 1 1
(A) both P and Q are true. 9. If f(x) = 2 x C1 x
2 C2 2( x +1) C , then f (200) is
2
(B) both P and Q are false
6 x C2 6 x C3 6( x +1) C3
(C) both P and Q are true if A and B commute
(D) P is true but Q is false. (A) 200 (B) -200
(C) 0 (D) -2001
 2 1 2   −2 x 3 x 
   2 3+i −1
5. If  1 0 1   x −2 0  = I3 ×3, then x =
 2 2 1   2 −2 x − x  10. The determinant 3 − i 0 −1 + i is
  
−1 −1 − i 1
(A) -1 (B) 1
1 (A) purely imaginary (B) zero
(C) (D) 2
2 (C) real (D) 10

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 2.84  |  Part II  ■  Engineering Mathematics

 x y z 1 2 3 4 5
  2
2x y 3z  3 4 5 6 
11. If A =  , then |A| = ______. 
 x y z 1 8.   I.  If A = 3 4 5 6 7  , then A-1 is symmetric.
   
 2 2 2 4 5 6 7 8
5 6 7 8 9 
(A) 10xyz (B) 1
1 II. If a non-singular matrix A is symmetric, then A-1 is
(C) 0 (D) (x3 + y3 + z3 - 3xyz) also symmetric.
2
Which of the following is correct?
12. If the elements of a row or column of a given square
matrix is multiplied by 2, then the value of determinant (A) Both I and II true. (B) Both I and II false.
is ______ times the original determinant. (C) I is true, II is false. (D) I is false, II is true.
1 19. A is a third order matrix. If the value of the square of the
(A) (B) 1
2 determinant of the matrix of co-factors of A is 28561,
(C) 2 (D) 4 then |A| equals
(A) 25 (B) ±13
13. If A is a square matrix of order k and det(kA) = 27
(C) 120 (D) ±169
det(A), then k = ______.
(A) 9 (B) 1 20. If A is a square matrix of order 3, then the product of A
(C) 2 (D) 3 and its transpose is
(A) unit matrix. (B) zero matrix.
14. If A and B are two square matrices of order 4 such that
(C) identity matrix. (D) symmetric matrix.
|A| = -2 and |B| = 5, then |4AB| is
(A) -80 (B) -160 21. If A and B are two skew symmetric matrices of the
(C) -2560 (D) -256 same order then AB is skew symmetric if and only if
15. I. (a - b), (b - c), (c - a) are factors of the determinant (A) AB + BA = O (B) AB - BA = O
1 1 1 (C) AB + BA = I (D) AB - BA = I
a b c . 1 2 3 
22. Rank of the matrix A =   is
a2 b2 c2 4 5 6
II. If the elements of a determinant are functions of x (A) 1 (B) 2
and its two rows or columns become identical (i.e., (C) 3 (D) 4
determinant equals zero,) when we substitute x = k,  2 −1 −3 
then (x - k) is a factor of the determinant.  
2 3. The rank of the matrix  −4 2 6  is
Which of the following is correct?  −10 5 15 
(A) Both I and II true. (B) Both I and II false.  
(C) I is true, II is false (D) I is false, II is true (A) 0 (B) 1
16. A lower triangular matrix A = (aij)n × n is singular if and (C) 2 (D) 3
only if 1
(A) aii = 0 for all i = 1, 2, … n  
24. If A = (1  2  3) and B =  2  then r(AB) is
(B) aii = 0 for atleast one i = 1, 2, … n  3
(C) aii ≠ 0 for all i = 1, 2, … n  
(D) aii ≠ 0 for atleast one i, i = 1, 2, … n (A) 0 (B) 1
(C) 2 (D) 4
 2 −1 0 
  25. Which of the following matrix is row echelon form?
17. Inverse of the matrix  1 2 3  is
 −4 1 −1 1 0 −1 2 
  0 1 0 3  0 1 2 
  1 0 −1
 −5 −11 9   −5 −1 −3  (A) (B)  
0 0 1 −2 
      0 1 0 
 −1 −2 2  (B)
(A)  −11 −2 −6  0 0 0 0 
 −3 −6 5   9 2 5 
  
1 0 0 0 0 0 0 1
 5 11 9  5 1 3 0
     2 −1 3  0 0 1
 0 
(C)
 1 2 −2 11 2 6 
 (D) (C) (D)
0 0 −1 4  0 1 0 0
 3 6 −5   9 −2 −5     
   
0 0 0 0 1 0 0 2

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 Chapter 4  ■  Linear Algebra  |  2.85

26. Which of the following set of vectors are linearly 35. The sum and product of the eigen values of the matrix
dependent?  2 0 −1
(A) (2, 3, 3), (3, -1, 3), (4, -2, 5) 0 4 −2 
(B) (3, 4, -1), (-1, 3, 1), (-2, -7, -2)   is respectively
(C) (2, 1, 4), (1, -2, 2), (-3, 1, -6) 1 3 −5 
(D) (1, 3, -5), (-5, -1, 3), (4, -2, -2) (A) 0, 24 (B) 1, -24
27. The system of equations 2x - y + 3z = 9, x + y + z = 0 (C) 2, 20 (D) 4, -24
and x - y + z = 0 has/is 2 0 1 
36. The eigen values of a matrix A = 0 2 p  are 1, 2,
(A) unique solution.
(B) infinite solutions.
(C) only zero solution. 1 0 q 
(D) inconsistent. and 3. Then the values of p and q are ______.
28. The system of equations 6x + 7y + 8z = 1, 13x + 14y + (A) p = 0, q = 0
15z = 2 and x + 2y + 3z = 2 is (B) p = any real number, q = 2
(A) consistent with unique solution. (C) p = 2, q = 0
(B) consistent with infinite solutions. (D) p = 2, q = 2
(C) inconsistent.  0 −1 2 −3
1 0 4 6
(D) None of these
37. The eigen values of the matrix   is
29. The value of l for which the following system of equa-  −2 −4 0 5 
 
tion does not have a solution is  3 −6 −5 0 
x+y+z=6
(A) real only (B) imaginary
4x + ly - lz = 0
3x + 2y - 4z = -8 (C) zero only (D) imaginary or zero
(A) 3 (B) -3 38. The number of linearly independent eigen vectors of
(C) 0 (D) 1  5 2
 −2 1  is ______.
30. If the number of variables in the linear homogeneous  
system AX = O is n, then the system will have exactly (A) 0   (B) 1   (C) 2   (D)  infinite
one solution X = O, if the rank of the matrix A is 39. Which of the following is an eigen vector for the matrix
(A) 1 (B) < n
1 4 
(C) ≤ n (D) n  ?
31. If the equations 2x - y - z = 0, kx - 3y + 2z = 0 and -3x  2 −1
+ 2y + kz = 0 have a non-zero solution, then the value 1  −1
of k is (A)
  (B)
 
 3 1
(A) 2 (B) 1
(C) 7 (D) Both 1 and 7  3  −2 
(C)
  (D)
 
32. The system of equations a + 3y + 5z = 0, 2x - 4ay + a 1
   −2 
z = 0, -4x + 18y + 7z = 0 has only trivial solution if a is
 6 −6 2   −2 
(A) -1 or -3 (B) 1 or -3  −6 5 −4   
(C) not equal to 1, -3 (D) not equal to -1 and 3 40. For a matrix A =   , X =  2  is an eigen
 2 −4 1   −1
 2 −1 0 
33. The eigen values of  0 1 −1 is vector. The corresponding eigen value is ______.
  (A) -2 (B) 1
0 0 3 
  (C) 2 (D) 13
(A) 0, 0, 0 (B) 0, 1, 0 41. Let A be a 2 × 2 square matrix with l1 = -2 and l2 =
(C) 2, 1, 3 (D) -2, -1, -3
 −4  6 
34. The
characteristic roots of the inverse of the matrix -3 as its eigen values and x1 =   , x 2 =   as its
2
2 1  −4  7 
  eigen vectors then A is given by
3 1  are
1
1 0 2   4 −6 
2 2   4 −5 (B)
(A)  7 −9 
   
(A) -1, -1, 5 (B) 1, 1, 5
1 1  −2 6   2 6
(C) 1, 1, (D) -1, -1,  7 −3 (D)
(C)  −4 3 
5 5    

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 2.86  |  Part II  ■  Engineering Mathematics

2 5 4   3 −1 −1
42. Consider the matrix A = 0 1 0  let B = A-1, then 45. For the matrix A =  −1 3 −1 , consider the fol-
0 −3 −2   1 1 −1
B = ______ lowing statements
−1 1 2 (P) The characteristic equation of A is l3 - 5l2 + 4l = 0
(A) [A2 - A - 4I] (B) [A - A - 4I] (Q) A-1 exists
4 4
(R) The matrix A is diagonalizable
1 −1 2
(C) [A2 + A - 4I] (D) [A - A + 4I] Which of the above statements are TRUE?
4 4 (A) P, Q and R
 2 3 (B) P and R but not Q
43. If A =   , then A =
15
(C) P and Q but not R
4 6
(D) Q and R but not P
(A) 814A (B) 815A
(C) 8 A 16
(D) 15A 46. If P is a modal matrix and D is a spectral matrix of a
diagonalizable matrix A, then which of the following
2 0 0 relations is NOT TRUE among A, P and D?
4 4. If A =  3 6 7  , then the value of the matrix poly- (A) PD = AP (B) DP-1 = P-1A
 9 0 1  (C) A2P = PD2 (D) DP = PA
nomial 2A10 - 18A9 + 40A8 - 25A7 + 9A6 - 20A5 + 13A4 47. If A is a 3 × 3 square matrix with eigen values 0, 2, 3
- 9A3 + 20A2 - 10A is ______. with P as its modal matrix, then the eigen values of the
2 0 0 4 0 0 matrix P-1 AP are _______.
3 6 7  6 12 14  (A) 0, 2, 3
(A)
  (B)
  (B) 0, 4, 6
 9 7 1  18 0 2 
1 1
(C) 0, ,
1 0 0  0 0 0  2 3
0 1 0  0 0 0 
(C)
  (D)
  1 1
(D) 1, ,
0 0 1  0 0 0  2 3

Previous Years’ Questions

1. For what value of a and b, the following simultaneous 3 + 2i i 
equations have an infinite number of solutions? 5. The inverse of the matrix  is 
 −i 3 − 2i 
x + y + z = 5; x + 3y + 3z = 9; x + zy + az = b
 [GATE, 2007]  [GATE, 2010]
(A) 2, 7 (B) 3, 8
1 3 + 2i −i 
(C) 8, 3 (D) 7, 2 (A) 
12  −i 3 − 2i 
2. The product of matrices (PQ)-1P is [GATE, 2008]
(A) P-1 (B) Q-1 1 3 − 2i −i 
-1 -1
PQP-1 (B) 
3 + 2i 
(C) P Q P (D)
12  i
3. The following simultaneous equations
x+y+z=3 1 3 + 2i −i 
x + 2y + 3z = 4 (C) 
3 − 2i 

14  i
x + 4y + kz = 6
will NOT have a unique solution for k equal to 1 3 − 2i −i 
(D) 
3 + 2i 
 [GATE, 2008]
14  i
(A) 0 (B) 5
(C) 6 (D) 7 6. [A] is a square matrix which is neither symmetric nor
4. A square matrix B is skew-symmetric if skew-symmetric and [A]T is its transpose. The sum
 [GATE, 2009] and difference of these matrices are defined as [S] =
(A) B = -B (B)
T
B =B
T [A] + [A]T and [D] = [A] - [A]T, respectively. Which of
(C) B-1 = B (D) B-1 = BT the following statements is TRUE? [GATE, 2011]

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 Chapter 4  ■  Linear Algebra  |  2.87

(A) Both [S] and [D] are symmetric. 13. Let A = [aij], 1 ≤ i, j ≤ n with n ≥ 3 and aij = i ⋅ j. The
(B) Both [S] and [D] are skew-symmetric. rank of A is [GATE, 2015]
(C) [S] is skew-symmetric and [D] is symmetric. (A) 0 (B) 1
(D) [S] is symmetric and [D] is skew-symmetric. (C) n - 1 (D) n
9 5 14. For what value of p the following set of equations will
7. The eigen vales of matrix   are  [GATE, 2012] have no solution?
5 8 2x + 3y = 5
(A) -2.42 and 6.86 (B) 3.48 and 13.53 3x + py = 10
(C) 4.70 and 6.86 (D) 6.86 and 9.50  [GATE, 2015]
8. What is the minimum number of multiplications 15. The smallest and largest eigen values of the following
involved in computing the matrix product PQR?  3 −2 2 
Matrix P has 4 rows and 2 columns, matrix Q has  
matrix are:  4 −4 6   [GATE, 2015]
2 rows and 4 columns, a matrix R has 4 rows and 1
 2 −3 5 
column?
 [GATE, 2013] (A) 1.5 and 2.5 (B) 0.5 and 2.5
3 2 1 1 (C) 1.0 and 3.0 (D) 1.0 and 2.0
    2 1 
9. Given the matrices J =  2 4 2  and K =  2 
16. The two eigen values of the matrix   have a
1 2 6   −1 1 p 
the product KT JK is. [GATE, 2014] ratio of 3 : 1 for p = 2. What is another value of p for
0 1 2 3 which the eigen values have the same ratio of 3 : 1?
1 0 3 0   [GATE, 2015]
1 0. The determinant of matrix  is.  (A) -2 (B) 1
2 3 0 1
  7 14
3 0 1 2 (C) (D)
3 3
 [GATE, 2014]
17. Consider the following linear systems:
6 0 4 4  x + 2y - 3z = a
 −2 14 8 18 
11. The rank of the matrix   is. 2x + 3y + 3z = b
14 −14 0 −10  5x + 9y - 6z = c
 [GATE, 2014] This system is consistent if a, b and c satisfy the
equation [GATE, 2016]
1 2. The sum of Eigen values of the matrix [M] is.
(A) 7a - b - c = 0 (B) 3a + b - c = 0
 215 650 795 
(C) 3a - b + c = 0 (D) 7a - b + c = 0
Where [M] = 655 150 835   [GATE, 2014]
18. If the entries in each column of a square matrix M add
 485 355 550 
up to 1, then an eigen value of M is [GATE, 2016]
(A) 915 (B) 1355 (A) 4 (B) 3
(C) 1640 (D) 2180 (C) 2 (D) 1

Answer Keys

Exercises
  1. C 2. A 3. C 4. C 5. B 6. B 7. A 8. B 9. C 10. C
11. C 12. C 13. D 14. C 15. A 16. B 17. B 18. D 19. B 20. D
21. A 22. B 23. B 24. B 25. A 26. C 27. A 28. C 29. A 30. D
31. D 32. C 33. C 34. C 35. B 36. B 37. B 38. B 39. B 40. D
41. B 42. A 43. A 44. B 45. B 46. D 47. A

Previous Years’ Questions

1. A 2. B 3. D 4. A 5. B 6. D 7. B 8. 16 9. 23 10. 88
11. 2 12. A 13. B 14.  4.49 to 4.51 15. D 16. D 17. B 18. D

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 Chapter 5

Probability and Statistics

CHAPTER HIGHLIGHTS

☞ Probability ☞ Statistics
☞ Some special continuous distributions ☞ Hypothesis testing

Probability Independent Events Two events E1 and E2 are said to be

independent, if the occurrence of the event E2 is not affected
The word PROBABILITY is used, in a general sense, to
by the occurrence or non-occurrence of the event E1.
indicate a vague possibility that something might happen. It
is also used synonymously with chance. Example: Two drawings of one ball each time are made
from a bag containing balls.
Random Experiment Here, we have two events drawing a ball first time (E1) and
If the result of an experiment conducted any number of drawing a ball second time (E2). If the ball of the first draw
times under essentially identical conditions, is not certain is replaced in the bag before the second draw is made, then
but is any one of the several possible outcomes, the experi- the outcome of E2 does not depend on the outcome of E1. In
ment is called a trial or a random experiment. Each of the this case E1 and E2 are Independent events.
out comes is known as an event. If the ball of the first draw is not replaced in the bag
Examples: before the second draw is made, then the outcome of E2
1. Drawing 3 cards from a well shuffled pack is a random depends on the outcome of E1. In this case, events E1 and
experiment while getting an Ace or a King are events. E2 are Dependent events.
2. Throwing a fair die is a random experiment while Compound Events When two or more events are in rela-
getting the score as ‘2’ or an odd number’ are events. tion with each other, they are known as compound events.
Mutually Exclusive Events If the happening of any one of Example: When a die is thrown two times, the event of get-
the events in a trial excludes or prevents the happening of all ting 3 in the first throw and 5 in the second throw is a com-
others, then such events are said to be mutually exclusive. pound event.
Example: The events of getting a head and that of getting a
tail when a fair coin is tossed are mutually exclusive.
Definition of Probability
If an event E can happen in m ways and fail in k ways out of
Equally Likely Events Two events are said to be equally
a total of n ways and each of them is equally likely, then the
likely when chance of occurrence of one event is equal to
that of the other. m m
probability of happening E is = where n = (m + k).
Example: When a die is thrown, any number from 1 to 6 (m + k ) n
may be got. In this trial, getting any one of these events are In other words, if a random experiment is conducted n
equally likely. times and m of them are favourable to event E, then the

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 Chapter 5  ■  Probability and Statistics  |  2.89

m Example 2
probability of happening of E is P(E) = . Since the
n If a card is drawn from a pack of cards, find the probability
event does not occur (n - m) times, the probability of non-
of getting a queen.
occurrence of E is P ( E ).
n−m m Solution
P( E ) = = − n = 1 − P( E )
n n When a card is drawn, the number of possible outcomes is
52. The number of favourable outcomes of getting a queen
Therefore, P ( E ) + P ( E ) = 1. card is 4.
4 1
= =
The required probability .
NOTES 52 13
  1. Probability [P(E)] of the happening of an event E is Example 3
known as the probability of success and the probabil-
A bag contains 5 green balls and 4 red balls. If 3 balls are
ity [ P ( E )] of the non-happening of the event is the
picked from it at random, then find the odds against the
probability of failure. three balls being red.
  2. If P(E) = 1, the event is called a certain event and if
P(E) = 0 the event is called an impossible event. Solution
  3. Instead of saying that the chance of happening of an
m The total number of balls in the bag = 9. Three balls can be
event is , we can also say that the odds in favour
n selected from 9 balls in 9C3 ways.
of the event are m to (n - m) or the odds against the
Three red balls can be selected from 4 red balls in 4C3 ways.
event are (n - m) to m.
Probability of picking three red balls
4C 4 1 20
Addition Theorem of Probability = =
=
9C
3
= ; P( E )
3 84 21 21
If A and B are two events, then
P(A ∪ B) = P(A) + P(B) - P(A ∩ B) Odds against the three balls being red are
This result follows from the corresponding result in set 20 1
= P= ( E ) : P( E ) : = 20 : 1.
theory. If n (X) represents the number of elements in set X, 21 21
n (X ∪ Y) = n (X) + n (Y) - n (X ∩ Y).
Example 4
Example: If a die is rolled, what is the probability that the When two dice are rolled together, find the probability of
number that comes up is either even or prime? getting at least one 4.
A = The event of getting an even number = {2, 4, 6}
Solution
B = The event of getting a prime = {2, 3, 5}
Let E be the event that at least one dice shows 4. E be the
A ∪ B = {2, 3, 4, 5, 6}
event that no dice shows 4. The number of favourable out-
A ∩ B = {2} 25
comes of E is 5 × 5 = 25 ⋅ P ( E ) =
3 3 5 1 36
P ( A) = , P ( B) = , P ( A ∪ B) = and P ( A ∩ B ) = . We
6 6 6 6 25 11
\ P( E ) = 1 − P( E ) = 1 − = .
can verify that P(A ∪ B) = P(A) + P(B) - P(A ∩ B). 36 36

Example 5
SOLVED EXAMPLES
When two dice are rolled together find the probability that
Example 1 total score on the two dice will be 8 or 9.
When a cubical dice is rolled, find the probability of getting Solution
an even integer. When two dice are rolled, the total number of outcomes
Solution = 6 × 6 = 36.
When a dice is rolled, the number of possible out comes is Favourable outcomes for getting the sum 8 or 9 are {(2, 6),
6. The number of favourable outcomes of getting an even (6, 2), (3, 5), (5, 3), (4, 4), (3, 6), (6, 3), (4, 5), (5, 4)}, i.e.,
integer is 3. the total number of favourable outcomes = 9.
3 1 9 1
The required probability= = . The required probability = = .
6 2 36 4

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 2.90  |  Part II  ■  Engineering Mathematics

Example 6 n( A ∩ B)
If two cards are drawn simultaneously from a pack of cards,  A  n( A ∩ B) n( S ) P ( A ∩ B)
what is the probability that both will be jacks or both are \ P  = = = .
 
B n ( B ) n ( B ) P ( B)
queens? n( S )
Solution NOTES
Here two events are mutually exclusive, P(J ∪ Q) = P(J)   1.  This definition is also valid for infinite sample spaces.
4
C2   2. The conditional probability of B given A is denoted by
+ P(Q). Probability of drawing two jacks is P ( J ) =
52
C2 B  B  P ( A ∩ B)
P   and P   = .
4
 A  A P ( A)
C2
Probability of drawing two queens is P (Q ) = 52
C2
Multiplication Theorem
 P(J ∪ Q) = P(J) + P(Q) Let A and B be two events of certain random experiment
such that A occurs only when B has already occurred. Then,
4
C2 4
C2 4
C2 2 A
= + = 2 ⋅ = . for the conditional event , the total possible outcomes are
52
C2 52 C2 52
C2 221 B
the outcomes favourable to the event B and its favourable
outcomes are the outcomes favourable to both A and B.
Example 7
 A  n( A ∩ B)
When two cards are drawn from a pack of cards, find the So, P   =
B n( B )
probability that the two cards will be kings or blacks.
n( A ∩ B) n( S ) 1
= × = P ( A ∩ B) ×
Solution n( S ) n( B) P ( B)
4C
That is, P   ⋅ P ( B) = P ( A ∩ B )
The probability of drawing two kings = 2 A
52 C
2 B
26 C
2 This is called the multiplication theorem on probability.
The probability of drawing two black cards is = 52 C
2 Example 8
2C
2 A letter is selected at random from the set of English alpha-
The probability of drawing two black kings is 52 C
2 bet and it is found to be a vowel. What is the probability
\ The required probability that it is ‘e’?
4C 26 C 2C 55 Solution
2 2 2
= 52 C
+ 52 C
− 52 C
= . Let A be the event that the letter selected is ‘e’ and B be the
2 2 2 221
event that the letter is a vowel. Then, A ∩ B = {e} and B =
{a, e, i o, u}
Conditional Probability  1 
 
Let S be a finite sample space of a random experiment and  A  P ( A ∩ B )  26  1
So, P   = = = .
A, B are events, such that P(A) > 0, P(B) > 0. If it is known B P ( B)  5  5
that the event B has occurred, in light of this we wish to  26 
 
compute the probability of A, we mean conditional proba- Independent Events  In a random experiment, if A, B are
bility of A given B. The occurrence of event B would reduce
events such that P(A) > 0, P(B) > 0 and if P    = P(A) or
A
the sample space to B, and the favourable cases would now
be A ∩ B. B  B 
P    = P(B) (conditional probability equals to uncondi-
A⋅∩⋅B⋅(new⋅favourable⋅set)  A
tional probability) then we say A, B are independent events.
A Sample
space If A, B are independent, P(A ∩ B) = P(A) P(B).
B
B⋅(new⋅sample⋅space) Example 9
Two coins are tossed one after the other and let A be the
Notation  The conditional probability of A given B is de- event of getting tail on second coin and B be the event of
noted by P  A  .  A
getting head on first coin, then find P   .
B B

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 Chapter 5  ■  Probability and Statistics  |  2.91

Solution A discrete random variable takes the values that are

Sample space = {HH, HT, TH, TT}, A = {HT, TT} and B = finite or countable. For example when we consider the experi-
{HH, HT}, (A ∩ B) = {HT} ment of tossing of 3 coins, the number of heads can be appre-
ciated as a discrete random variable (X). X would take 0, 1,
1
2 and 3 as possible values.
2 1  A  P ( A ∩ B) 4 1
\ P ( A=
) =  and  P   = = = A continuous random variable takes values in the form
4 2 B P ( B) 1 2
of intervals. Also, in the case of a continuous random
2 variable P(X = c) = 0, where c is a specified point. Heights
Thus P  A  = P ( A) and weights of people, area of land held by individuals, etc.,
B
are examples of continuous random variables.
\ Logically too we understand that occurrence or non-
occurrence of tail in 2nd coin.
Probability Mass Function (PMF)
Baye’s Rule If X is a discrete random variable, which can take the val-
ues x1, x2, … and f(x) denote the probability that X takes the
Suppose A1, A2, . . . , An are n mutually exclusive and exhaus-
value xi, then p(x) is called the Probability Man Function
tive events such that P(Ai) ≠ 0. Then for i = 1, 2, 3, . . ., n,
(pmf) of X.
 A p(xi) = P(x = xi). The values that X can take and the
P ( Ai ) ⋅ P  
A   Ai  corresponding probabilities determine the probability
P i  = distribution of X. We also have
 
A  A 
∑ k =1 P ( AK ) P  A 
n

 K 1. p(x) ≥ 0;
Where A is an arbitrary event of S. 2. ∑p(x) = 1.

Example 10 Probability Density Function (PDF)

Akshay speaks the truth in 45% of the cases, In a rainy If X is a continuous random variable then a function f(x),
season, on each day there is a 75% chance of raining. On a x ∈ I (interval) is called a Probability Density Function. The
certain day in the rainy season, Akshay tells his mother that probability statements are made as P(x ∈ I ) = ∫ f ( x ) dx.
⋅

it is raining outside. What is the probability that it is actu- I

ally raining? We also have,
1. f (x) ≥ 0
Solution ∞
Let E denote the event that it is raining and A denote the 2. ∫ −∞
f ( x ) dx = 1
event that Akshay tells his mother that it is raining outside.
The probability P(X ≤ x) is called the cumulative distribu-
3 1
=
Then, P( E ) = , P( E ) tion function (CDF) of X and is denoted by F(X). It is a
4 4 point function. It is defined for discrete and continuous ran-
 A  45 9  A  11 dom variables.
P  = = and P   =
 E  100 20  E  20 The following are the properties of probability distribution
function F(x),
By Baye’s Rule, we have 1. F(x) ≥ 0
 A 2. F(x) is non-decreasing i.e., for x > y, F(x) ≥ F(y)
P( E )P  
E E 3. F(x) is right continuous
P  =
 A  A  A
P( E ) P   + P( E ) P   4. F(- ∞) = 0 and F(+ ∞) = 1
 
E E
Also,
3 9
× 5. P(a < x ≤ b) = F(b) - F(a).
4 20 27
= = . For a continuous random variable:
3 9 1 11 38
× + × 6. Pr{x < X ≤ x + dx} = F(x + dx) - F(x) = f(x) dx; where
    4 20 4 20
dx is very small
Advanced Probability 7. f ( x) =
d
[ F ( x )] where;
dx
Random Variable
(a)  f (x) ≥ 0 ∀ x ∈ R.

A random variable is a real valued function defined over the
sample space (discrete or continuous). (b)  ∫ f ( x )dx = 1.

R

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 2.92  |  Part II  ■  Engineering Mathematics

Mathematical Expectation [E(X)] Properties of Binomial Distribution

Mathematical Expectation is the weighted mean of values of E (X) = np (mean)
1.
a variable.
V (X) = E (X 2) - (E(X))2 = npq; (variance)
2.
If X is a random variable which can assume any one of
the values x1, x2, . . ., xn with the respective probabilities p1, (mean > variance)
p2, . . ., pn, then the mathematical expectation of X is given SD ( X ) = npq
3.
by E(X) = p1x1 + p2x2 + . . . + pn xn Mode of a binomial distribution lies between (n + 1)
4.
For a continuous random variable, p - 1 ≤ x ≤ (n + 1)p
+∞ 5.
If X1 ~ b(n1, p) and X2 ~ b (n2, p) and if X1 and X2
E( X ) = ∫ xf ( x )dx where f(x) is the PDF of X. are independent, then . X1 + X2 ~ b (n1 + n2, p) where
−∞
(n, p) is the pmf of binomial distribution.
Some Special Discrete Poisson Distribution  A random variable X is said to fol-
Distributions low a Poisson distribution with parameter l, l > 0, if it
assumes only non-negative values and its probability mass
Discrete Uniform Distribution function is given by
A discrete random variable defined for values of x from 1
to n is said to have a uniform distribution if its probability  e −λ λ x : x = 0, 1, 2, ...

mass function is given by p( x ) = p( x; λ ) =  x ! λ >0
 0 otherwise
1 
 ; for x = 1, 2, 3,..., n
f ( x) =  n
0, otherwise In a binomial distribution if n is large compared to p, then np
approaches a fixed constant say l. Such a distribution is called
•• The cumulative distribution function F(x) of the poisson distribution (limiting case of binomial distribution)
discrete uniform random variable x is given by Properties of Poisson Distribution
0, for x < 1
x e −λ λ x
 1. E( X ) = ∑ x x ⋅ =λ
F ( x ) =  ; for 1 ≤ x ≤ n x!
n
1; for x > 1 V(X) = E(X 2) - (E(X ))2 = l
2.
SD ( X ) = λ

n +1
•• Mean of X = µ = \ Mean = l = Variance
2
Mode of a Poisson distribution lies between l - 1 and
3.
n2 − 1
•• Variance of X = σ 2 = l
12
If X1 ~ P (l1) and X2 ~ P (l2), and X1, X2 independent
4.
then X1 + X2 ~ P (l1 + l2).
Binomial Distribution
An experiment which is made of n independent trials, each
of which resulting in either ‘success’ with probability ‘p’ or Some Special Continuous
‘failure’ with probability ‘q’ (q = 1 - p), then the probabil- Distributions
ity distribution for the random variable X when represents
the number of success is called a binomial distribution. The Continuous Uniform Distribution
probability mass function, or Rectangular Distribution
p(x) = b(x; n, p) = nCx px qn-x; x = 0, 1, 2, . . ., n A continuous random variable x defined on [a, b] is said to
have a uniform distribution, if its probability density func-
Example:  Hitting a target in 5 trials. Here the random tion is given by
variable (X) represents the number of trials made for hitting
the target, i.e., x = 0 or 1 or 2 or 3 or 4 or 5.  1
 ; for x ∈ [a, b]
We have a set of 5 trials n = 5 F ( x) =  b − a
0; otherwise
Each trial may hit the target termed to be success (p) or not  
termed to be failure (q), which are independent.
•• The cumulative distribution function of the continuous
\ This is an example for Binomial distribution. uniform random variable X is given by

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 Chapter 5  ■  Probability and Statistics  |  2.93

0; if x ≤ a 10. If m = 0 and s² = 1, we call it as standard normal

x −a distribution. The standardization can be obtained by

F ( x) =  ; if a < x < b the transformation,
b − a x−µ X −µ
1; if x ≥ b z= .  Also, ∼ N (0, 1).
σ σ
a+b
•• Mean of X = µ =
2 Exponential Distribution
( b − a) 2 A continuous random variable X is said to have an expo-
•• Variance of X = σ 2 = . nential distribution if its probability density function f(x) is
12
given by,
Normal Distribution
λ e − λ x ; for x > 0
A continuous random variable X is said to have a normal f ( x) = 
distribution with parameters m and s2 if its density function 0; otherwise
is given by the probability density function,
Here l is the parameter of the exponential distribution and
 ( x − µ )2 − ∞ < x < ∞ l > 0.
 1 e − 2σ 2 − ∞ < µ < ∞  The cumulative distribution function F(x) of an expo-

f ( x ) = σ 2π  nential distribution with l as parameter is
 σ >0 
 0 otherwise  1 − e − λ x ; if x > 0
F ( x) = 
It is denoted as X ~ N (m, s ). 2
0, otherwise
The graphical representation of normal distribution is as
given below. 1
Mean = µ = ,
λ
1
Variance = σ 2 = .
λ2
μ −σ μ μ +σ Example 11
An unbiased die is thrown at random. What is the expectation
Properties of Normal Distribution of the number on it?
The function is symmetrical about the value m.
1.
Solution
It has a maximum at x = m
2.
Let X denotes the number on the die, which can take the
The area under the curve within the interval (m ± s) is
3. values 1, 2, 3, 4, 5 or 6;
68%. 1
Probability of each will be equal to
That is, P(m - s ≤ X ≤ m + s) = 0.68. 6
4.
A fairly large number of samples taken from a X 1 2 3 4 5 6
‘Normal’ population will have average, median 1 1 1 1 1 1
and mode nearly the same, and within the limits of P(X = x)
6 6 6 6 6 6
average ±2 × SD, there will be 95% of the values.
+∞   E ( X ) = ∑ xP ( X = x )
5. E( X ) = ∫ x ⋅ f ( x )dx = µ . x
−∞

V (X) = s2;  S.D (X ) = s

6. 1 1 1 1 1 1
= 1× + 2 × + 3 × + 4 × + 5 × + 6 ×
7.
For a normal distribution, 6 6 6 6 6 6
Mean = Median = Mode 1 6×7 7
= (1 + 2 + 3 + 4 + 5 + 6) = =
8.
All odd order moments about mean vanish for a 6 6×2 2
normal distribution. = 3.5.
That is, µ2 n +1 = 0∀ = n = 0, 1, 2, . . .
Example 12
If X1 ~ N (m1, s12) and X2 ~ N (m2, s22), X­1, X2
9.
In a city 5 accidents take place in a span of 25 days.
independent, then,
Assuming that the number of accidents follows the Poisson
X1 + X2 ~ N (m1 + m2, s12 + s22) distribution, what is the probability that there will be
Also, X1 - X2 ~ N (m1 - m2, s12 + s22) 3 or more accidents in a day? (Given e–0.2 = 0.8187)

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 2.94  |  Part II  ■  Engineering Mathematics

Solution Let X denote the number of games won by Shyam.

5 P(Shyam wins at least 3 games) = P(X ≥ 3)
Average number of accidents per day = = 0.2; \ l = 0.2.
25 x 5− x
3  2 3x 25− x
Probability (3 or more accidents per day) = ∑ x = 3 5C x     = ∑ x = 3 5C x
5 5

= 1 - P (2 or less accidents) 5  5 55

= 1 - [P(X = 0) + P(X = 1) + P (X = 2)] 33 5
= [ C3 22 + 5C4 × 3 × 2 + 1× 32 × 1]
= 1 - [e–0.2 + 0.2e–0.2 + 0.02e–0.2] 55
= 1 - e–0.2[1.22] = 1 - 0.99814 = 0.001186. 27 × 79
= = 0.68.
Example 13 3125
What is the area under the normal curve to the left of Z = Example 16
-1.54 (given area between 0 and -1.54 = 0.4382)? The PDF of a random variable X is
Solution
 1   − x 
Required area = 0.5 - 0.4382 = 0.0618  e 10  ; x > 0
f ( x ) =  10 
f (z )

 0 otherwise

What is P(X ≤ 10)? (given e–1 = 0.3679)

−1.54 0 +1.54 z

Solution
Example 14
x
10 10 1 −10
A family consists of five children. If the random variable P ( X ≤ 10) = ∫ f ( x ) dx = ∫ e dx
(X) represents the number of boys in that family then, 0 0 10
1. Find the expected value E(X) of X.  −x 
10

2. Find the variance of X. 1  e 10 

=   = 1 − e −1 = 0.6321.
Solution 10  1 
− 
This situation can be modelled as binomial distribution.  10 0
 1 1
Joint Distribution of Random Variables Joint
X ∼ b  5,  ; E ( X ) = np = 5 × = 2.5
 2 2
Probability Mass Function
1 1 Let X and Y be two discrete random variables on the same
V ( X ) = npq = 5 × × = 1.25
2 2 sample space S with the range space of X as Rx = {x1, x2, …,
Example 15 xm} and the range space of y as, Ry = {y1, y2, …, yn} and
PX(x) and PY(y) as the probability mass functions of x and y.
Ram and Shyam play a game in which their chances of win-
Then the joint probability mass function Pxy(x, y) of the two
ning are in the ratio 2 : 3. Find Shyam’s chance of winning
dimensional random variable (x, y) on the range space Rx ×
at least 3 games out of five games played.
Ry is defined as,
Solution
 P ( X = xi , Y = y j ), for ( xi , y j ) ∈ RX × RY
3 PXY ( xi , y j ) = 
P(Shyam wins) = ; 0, otherwise
5
2 This joint probability mass function can be represented in
P(Shyam loses) =
5 the form of a table as follows:

Y n
X y1 y2 y3 … yn ∑ j =1Pxy ( x i, y )
j

x1 Pxy(x1, y1) Pxy(x1, y2) Pxy(x1, y3) … Pxy(x1, yn) Px(x1)

x2 Pxy(x2, y1) Pxy(x2, y2) Pxy(x3, y3) … Pxy(x3, yn) Px(x2)
x3 Pxy(x3, y1) Pxy(x3, y2) Pxy(x3, y3) … Pxy(x3, yn) Px(x3)
…

xm Pxy(xm, y1) Pxy(xm, y2) Pxy(xm, y3) … Pxy(xm, yn) Px(xm)

∑ i =1 Pxy ( x i , y j )
m
Py(y1) Py(y2) Py(y3) … Py(yn)

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 Chapter 5  ■  Probability and Statistics  |  2.95

From the above table, it can be easily observed that the mar- 1.
The conditional probability mass (density) function
ginal probability mass functions of X and Y namely Px(x) x
and PY(y) respectively can be obtained from the joint prob- f X   of X , given Y = y is defined as
y
Y  
ability mass function Pxy (x, y) as
 x  f ( x, y )
F X   = XY , where fY(y) ≠ 0 and
Px ( xi ) = ∑
n
P (x , y j ), for i = 1, 2, … , m y fY ( y )
j =1 xy i Y  
2.
The conditional probability mass (density) function
And
 y  y
f Y   of Y , given X = x is defined as f Y  
X  
 x  x
Py ( y j ) = ∑ j =1 Pxy ( xi , y j ) for j = 1, 2, 3, … , n
m
X
f XY ( x, y )
= where f X ( x ) ≠ 0.
•• Pxy (xi, yj) ≥ 0 ∀ i, j f X ( x)

∑ i =1 ∑ j =1 Pxy ( xi , y j ) = 1
m n
•• Independent Random Variables
•• The cumulative joint distribution function of the two Two discrete (continuous) random variables X and Y defined
dimensional random variable (X, Y) is given by Fxy (x, y) on the same sample space with joint probability mass (den-
= P(X ≤ x, Y ≤ y). sity) function PXY(x, y) are said to be independent, if and
only if,
PXY(x, y) = PX(x) PY(y)
Joint Probability Density Function
Where PX(x) and PY(y) are the marginal probability mass
Let X and Y are two continuous random variables on the
(density) functions of the random variables X and Y
same sample space S with fx(x) and fy(y) as the probabil-
respectively.
ity density functions respectively. Then a function fxy(x, y)
is called the joint probability density function of the two NOTE
dimensional random variable (X, Y) if the probability that If the random variables X and Y are independent then
the point (x, y) will lie in the infinitesimal rectangular region Pxy (a ≤ X ≤ b, c ≤ Y ≤ d) = Px (a ≤ X ≤ b) Py(c ≤ Y ≤ d)
of area dx dy is fxy(x, y) dx dy,
That is,
Statistics
 1 1 1 1  Statistics is basically the study of numeric data. It includes
P  x − dx ≤ X ≤ x + dx, y − dy ≤ Y ≤ y + dy 
 2 2 2 2  methods of collection, classification, presentation, analysis
and inference of data. Data as such is qualitative or quan-
= fXY (x, y) dx dy
titative in nature. If one speaks of honesty, beauty, colour,
∞ ∞ etc., the data is qualitative while height, weight, distance,
•• ∫−∞ ∫−∞ f XY ( x, y)dxdy = 1 marks, etc are quantitative.
•• The marginal probability density functions fX(x) and fY(y) of The present course aims to systematically study statistics
the two continuous random variables X and Y are given by, of quantitative data. The quantitative data can be divided
∞ ∞ into three categories
f x ( x) = ∫ f XY ( x, y )dy and f y ( y ) = ∫ f XY ( x, y )dx
−∞ −∞ 1. Individual series
•• The cumulative joint distribution function FXY(x, y) of the 2. Discrete series and
two-dimensional random variable (X, Y) (where X and Y 3. Continuous series
are any two continuous random variables defined on the
same sample space) is given by, Individual Series
x y
Examples:
FXY ( x, y ) = ∫
−∞ ∫−∞
f XY ( x, y )dxdy. 1. Heights of 8 students
5.0, 4.9, 4.5, 5.1, 5.3, 4.8, 5.1, 5.3 (in feet)
2. The weight of 10 students
Conditional Probability Functions 46, 48, 52, 53.4, 47, 56.8, 52, 59, 55, 52 (in kgs)
of Random Variables
Discrete Series
Let X and Y be two discrete (continuous) random variables Example:
defined on the same sample space with joint probability x : Number of children in a family
mass (density) function fXY(x, y), then f : Number of families

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 2.96  |  Part II  ■  Engineering Mathematics

Total number of families = 50 3.

Continuous series:
x 0 1 2 3 4 f1m1 + f 2 m2 +  + f n mn Σfi mi
f 8 10 19 8 5
x= =
f1 + f 2 +  + f n Σf i
Continuous Series
where f1,  f2,  f3, …,  fn are the frequencies of the classes
Example: Total number of students = 50 whose mid-values are m1, m2, …, mn respectively.

Class Interval (CI) Frequency (f ) Some Important Results Based on AM

0-10 8 1. The algebraic sum of deviations taken about mean is
10-20 12 zero.
20-30 13
2. Its value is based on all items.
30-40 10
40-50 7 ( n +1)
3. Mean of first n natural numbers is .
2
In order to analyze and get insight into the data some math-
ematical constants are devised. These constants concisely ( a + b)
4. Arithmetic mean of two numbers a and b is .
describe any given series of data. Basically we deal with two 2
of these constants, 5. If b is AM of a and c then a, b, c are in arithmetic
1. Averages or measures of central tendencies progression.
2. Measures of spread or dispersion Combined Mean  If x1 and x2 are the arithmetic means of
two series with n1 and n2 observations respectively, the com-
Measures of Central Tendencies  These tell us about how
the data is clustered or concentrated. They give the central n x +n x
bined mean, xc = 1 1 2 2 .
idea about the data. The measures are n1 + n2
1. Arithmetic mean or mean
2. Geometric mean Median
3. Harmonic mean If for a value the total frequency above (or below) it is half
4. Median of the overall total frequency the value is termed as median.
5. Mode Median is the middle-most item.
The first three are mathematical averages and the last two Individual Series  If x1, x2, …, xn are arranged in ascending
are averages of position.  n +1
order of magnitude then the median is the size of   th
Measures of Dispersion  It is possible that two sets of data  2 
may have the same central value, yet they may differ in spread. item.
So there is a need to study about the spread of the data. Some Results Based on Median
The measures we deal with are,
1.
Median does not take into consideration all the items.
1. Range
2.
The sum of absolute deviations taken about median is
2. Quartile deviation or semi inter-quartile range least.
3. Mean deviation
3.
Median is the abscissa of the point of intersection of
4. Standard deviation (including variance) the cumulative frequency curves.
The formulae for each of the above mentioned measures is 4.
Median is the best suited measure for open end
listed for each of the series in what follows. classes.
Measures of Central Tendencies Mode  The most frequently found item is called mode.
­Being so, it is easy and straight forward to find for indi-
Arithmetic Mean (AM or x) vidual and discrete series.
1.
Individual series:
x + x +  + xn Σxi
x= 1 2 = Empirical Formula
n n
2.
Discrete series: •• For moderately symmetrical distribution,
•• Mode = 3 median - 2 mean
f x + f x +  + f n xn Σfi xi
x= 1 1 2 2 = •• For a symmetric distribution, Mode = Mean = Median.
f1 + f 2 +  + f n Σf i This formula is to be applied in the absence of sufficient
where x1, x2, …, xn are n distinct values with data. Given any two, of the mean, median or mode the
frequencies f1, f2, f3, …, fn respectively. third can be found.

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 Chapter 5  ■  Probability and Statistics  |  2.97

Measures of Dispersion 2
Σxi2  Σxi 
Range Alternatively σ = − is a useful formula for
n  n 
The range of a distribution is the difference between the
computational purpose.
greatest and the least values observed.
Some Important Results Based on Range Some Results Based on SD
1. Range is a crude measure of dispersion as it is based 1. The square of standard deviation is termed as
only on the value of extreme observations. variance.
2. It is also very easy to calculate. 2. SD is the least mean square deviation.
3. It does not depend on the frequency of items. 3. If each item is increased by a fixed constant the SD
does not alter or SD is independent of change of
Quartile Deviation (QD) origin.
Q3 − Q1 4. Standard deviation depends on each and every data
QD = item.
2
5. For a discrete series in the form a, a + d, a + 2d, . . . (AP),
Individual Series  The numbers are first arranged in
n2 − 1
ascending or descending order, then we find the quartiles the standard deviation is given by SD = d ,
Q1 and Q3 as 12
where n is number of terms in the series.
Q1 → size of [(n + 1)/4]th item
Q3 → size of [3(n + 1)/4]th item
Co-efficient of Variation (CV)
The first quartile (or the lower quartile) Q1 is that value of
SD
the variable, which is such that one-quarter of the observa- Co-efficient of variation (CV) is defined as, CV = ×100.
tions lies below it. The third quartile Q3 is that value of the AM
variable, which is such that three-quarters of the observa- This is a relative measure, which helps in measuring the
tions lie below it. consistency. Smaller the co-efficient of variation, greater is
the consistency.
Mean Deviation (MD)
It is defined as the arithmetic mean of the deviation from ori- Example 17
gin, which may be either mean or median or mode. For the individual series, compute the mean, median and
Individual Series mode 8, 11, 14, 17, 20, 23, 26, 29.

| x1 − A | + | x2 − A | +  + | xn − A | Solution
MD =
n Σxi 8 + 11 +  + 29
Mean = x = = = 18.5
where x1, x2, …, xn are the n observations and A is the mean n 8
or median or mode. Median: As the numbers are in ascending order and the
Some Results Based on MD number 17 and 20 being middle terms.
1. Mean deviation depends on all items. 17 + 20 37
Median = = = 18.5
2. By default, mean deviation is to be computed about 2 2
mean. Mode: As no term can be regarded as ‘most often found’,
3. Mean deviation about the median is the least. mode is not-defined. However using empirical formula,
| a−b| Mode = 3 median - 2 mean
4. Mean deviation of two numbers a and b is .     = 3(18.5) - 2(18.5) = 18.5.
2
Standard Deviation (SD) Example 18
Standard deviation is referred to as root mean squared devi- The arithmetic mean of 8, 14, x, 20 and 24 is 16; then find x.
ation about the mean.
Solution
Individual Series
8 + 14 + x + 20 + 24
x= = 16
( x1 − x ) 2 + ( x2 − x ) 2 +  + ( xn − x ) 2 5
SD (s) =
n
⇒ x = 80 − 66 = 14.
where x1, x2, …, xn are n observations with mean as x.

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 2.98  |  Part II  ■  Engineering Mathematics

Example 19 Sample: Any subset of the population is called as sample.

Calculate standard deviation of first five prime numbers. •• The size (i.e., the number of elements) of the sample is
Solution denoted by n.
•• n is always finite.
Given set of observations {2, 3, 5, 7, 11}
Σx 2 208
= Examples:
n 5
1. All the GATE applicants—Population
Σx 28
= GATE applicants form a city—Sample
n 5
2. Cars manufactured by Tata Motors—Population
2
Σx 2  Σx  Nano cars manufactured by Tata Motors—Sample
\ SD = −
n  n  3. All possible outcomes of 10 roles of a die—Population
12 possible outcomes of 10 roles of a die—Sample
2
208  28  4. Number of units of electricity consumed by the
= − = 3.2.
5  5  residents of a colony in a city—Population
Number of units of electricity consumed by the
Example 19
residents of 5 houses of that colony—Sample
In a series of observations, co-efficient of variation is 25 and
5. Diameters of screws produced by a company—
mean is 50. Find the variance.
Population
Solution Diameters of screws produced on one machine of that
company—Sample
Co-efficient of variation: CV = SD × 100
x
CV Sampling
⇒ SD = ⋅x
100 The process of drawing samples from the population is
25 called sampling.
= 50 × = 12.5
100
Random Sampling  A sampling in which each member of
Variance = (12.5)2 = 156.25. the population has the same chance of being included in the
sample is called random sampling.
Hypothesis Testing Simple Sampling  A random sampling in which the chance
Introduction of being included in the sample for different members of the
In probability theory, we set up mathematical models of pro- population is independent of whether included or not in the
cesses and systems that are affected by ‘chance’. In statis- previous trails is called simple sampling.
tics, we check these models against the reality, to determine Large and Small Samples  If the size of the sample is great-
whether they are faithful and accurate enough for practical er than or equal to 30 (i.e., n ≥ 30), then the sample is called
purposes. The process of checking models is called statisti- a large sample. Otherwise it is called a small sample.
cal inference.
Methods of statistical inference are based on drawing Parameter  A statistical measure or constant of the popula-
samples (or sampling). One of the most important methods tion is called a parameter.
of statistical inference is ‘Hypothesis Testing’.
Examples:
Some Basic Definitions 1. Population mean (denoted by m)
Population Population standard deviation (denoted by s)
2.
Population is the set of individuals or objects, animate or Statistic  A statistical measure or constant of the sample
inanimate, actual or hypothetical under study. drawn from the population is called a statistic. (statistic-
Size of the Population  The number of individuals or ob- singular, statistics-plural)
jects or observations in the population.
Examples:
•• The size of the population is denoted by N.
•• N can be finite or infinite (i.e., population can be finite or 1. Sample mean (denoted by x )
infinite) 2. Sample standard deviation (denoted by s)

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 Chapter 5  ■  Probability and Statistics  |  2.99

NOTE Null Hypothesis and Alternative Hypothesis

In general, the population parameters are not known and
Null Hypothesis A statistical hypothesis which is to be
their estimates given by the corresponding sample statis-
actually tested for acceptance or rejection is called a null
tics are used.
hypothesis.
(According to RA Fisher, Null hypothesis is the hypoth-
Sampling Distribution  Consider samples of size n drawn
esis which is tested for possible rejection under the assump-
from a given population. Compute some statistic S, say
tion that it is true)
mean ( x ) or variance (s2) for each of the samples. The val-
ues of the statistics can be given in the form of a frequency •• Null hypothesis is denoted by H0
table. The frequency table so formed is known as a sampling
Alternative Hypothesis  Any hypothesis other than the null
distribution of the statistic.
hypothesis is called an alternative hypothesis.
Example: Consider the set of numbers {1, 2, 3, 4, 5, 6} as
•• Alternative hypothesis is denoted by H1
population.
•• Let q be a population parameter and q0 be the specified
Consider the following 15 samples each of size 3 drawn value of q. Then we define null and alternative hypotheses
from the above population. as follows.
(1, 2, 3), (3, 5, 5), (2, 4, 6), (5, 5, 5), (1, 2, 6)
(1, 3, 5), (6, 6, 6), (4, 4, 5), (2, 3, 4), (1, 1, 4) Null hypothesis H0 : q = q0
(2, 5, 5), (2, 2, 5), (3, 4, 6), (2, 4, 5), (4, 5, 6) Alternative Hypothesis H1 : q ≠ q0 (two tailed alternative)
Then the sampling distribution of means for these sam- (OR) H1 : q > q0 (right tailed alternative)
ples is (OR) H1 : q < q0 (left tailed alternative)
Sample Mean ( x ) 2 3 3.67 4 4.33 5 6
Frequency 2 4 1 2 3 2 1
Type I and Type II Errors
Type I Error  Rejecting the null hypothesis (H0), when it
Standard Error The standard deviation of the sampling should be accepted is called type I error.
distribution of a statistic is called the standard error (SE) of Type II Error  Accepting the null hypothesis (H0) when it
that statistic. should be rejected is called type II error.
•• The standard deviation of the sampling distribution of Accept H0 Reject H0
means is called the standard error of means where as the H0 is true Correct decision Type I error
standard deviation of the sampling distribution of vari- H0 is false Type II error Correct decision
ances is called the standard error of variances.

Precision: The reciprocal of the standard error is called Level of Significance

precision. The probability level, below which, we reject the null
hypothesis is called the level of significance.
NOTE
(OR)
If the sample size n is large, (i.e., n ≥ 30), then the sam-
The probability of committing type I error is known as the
pling distribution of a statistic is approximately normal.
level of significance.
(Irrespective of the population distribution being normal
or not) •• The level of significance is denoted by ‘a’.
•• It is customary to fix a, before sample information is
collected.
Testing of Hypothesis •• In most of the cases, we choose a as 0.05 or 0.01.
We have some information about a characteristic of the pop- •• a = 0.05 is used for moderate precision and a = 0.01 is
ulation which may or may not be true. This information is used for high precision.
called statistical hypothesis or briefly hypothesis. We wish •• Level of significance can also be expressed as percentage.
to know, whether this information can be accepted or to be a = 5% means there are 5 chances in 100 that the null
rejected. We choose a random sample and obtain informa- hypothesis H0 is rejected when it is true or one is 95%
tion about this characteristic. Based on this information, a confident that a right decision is made.
process that decides whether the hypothesis to be accepted •• The probability of committing type II error is denoted by b.
or rejected is called testing of hypothesis. i.e., In brief, the \ b = P (accept H0 when H0 is false)
test of hypothesis or the test of significance is a procedure •• Level of significance (a) is also known as the size of the
to determine whether observed samples differ significantly test.
from expected results. •• 1 - b is known as the power of the test.

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 2.100  |  Part II  ■  Engineering Mathematics

Critical Region and Critical Value 3. Two tailed test: If the alternative hypothesis H1 is
Consider the area under the probability curve of the sam- of not equal to type (For example, H1 : m ≠ m0 or H1
pling distribution of the test statistic which follows some : σ 12 ≠ σ 22), then the critical region lies on both sides
known distribution. The area under the probability curve (right and left tails) of the probability curve of the test
α
is divided into two regions, namely the region of rejection statistic S* such that the critical region of area lies
where null hypothesis is rejected and the region of accept- 2
ance where null hypothesis is accepted. α
on the right tail and the critical region of area lies
2
Critical Region (or) the Region of Rejection on the left tail as shown in the figure.
(or) the Significant Region Acceptance
Region of area
The region under the probability curve of the sampling dis- 1− α
tribution of the test statistic, where the null hypothesis (H0) Critical Region
of area α /2 Critical Region
is rejected is called the critical region. of area α /2
•• The area of the critical region is equal to the level of sig-
nificance a.

Critical Value (OR) Significant Value

The value of the test statistic (for given level of significance Sα* / 2 Sα* / 2
a) which separates the area under the probability curve into
critical and non-critical regions. Two-tailed test
In this case, the test of hypothesis is known as two-tailed test.
One Tailed and Two Tailed Tests
Procedure for Test of Hypothesis
1. Right one-tailed test: If the alternative hypothesis H1
is of greater than type (For example, H1 : m > m0 or H1 Step 1: Formulate null hypothesis H0
: s12 > s22) then the entire critical region of area a lies Step 2: Formulate alternative hypothesis H1
on the right side tail of the probability curve of the Step 3: Choose the level of significance a
test statistic S* as shown in the figure. In this case, the
Step 4: Identify the critical region based on the critical
test of hypothesis is known as right one-tailed test.
value S*a and the alternative hypothesis.
Acceptance Critical Region Step 5: Compute the test statistic S* using the sample data
Region of area of area α (Formulae for finding the values of the test statistics under
1− α different tests of hypothesis were given while describing
those tests).
Step 6: If the value of S* comes under the critical region,
then reject the null hypothesis H0 and if the value of S*
Sα* comes under the non-critical (acceptance) region, then
accept the null hypothesis H0.
Right one-tailed test
2. Left one-tailed test: If the alternative hypothesis H1 Central Limit Theorem  If x is the mean of a sample of
is of less than type (For example, H1 : m1 − m2 < 0 or size n drawn from a population with mean m and finite vari-
H1 : σ 2 < σ 12) then the entire critical region of area a x −µ
ance s2, then the limiting distribution of Z =
lies on the left side tail of the probability curve of the σ
test statistic S* as shown in the figure. n

In this case, the test of hypothesis is known as left as n → ∞ is the standard normal distribution (i.e., mean
one-tailed test. zero and standard deviation 1)

Critical Region NOTES

of area of α Acceptance   1. If the sample size is large, then whether the population
Region of area is normally distributed or not, the sampling distribu-
1− α
tion of means always follow a normal distribution.
  2. If the sample size is small and the population from
which the samples are drawn follows a normal distri-
Sα* bution, then the sampling distribution of means also
follows a normal distribution.
Left one-tailed test

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 Chapter 5  ■  Probability and Statistics  |  2.101

Tests of Hypothesis for Large Samples Where

If the sample size is large, then the standard error (SE) S* = Value of the test statistic
forms the basis for the testing of hypothesis. Also, we know E(S*) = Expected Value (value of the corresponding pop-
that if sample size is large, then the sampling distribution of ulation parameter)
any statistic S is normal. So, in large sampling, we can relate SE(S*) = Standard error of the test statistic.
the value of the test statistic S* with the standard normal Following table gives the information about the stand-
random variable Z as: ard errors and test statistics for various cases in testing of
hypothesis for large samples.
S * − E ( S *)
Z=
SE ( S *)

Test of Hypothesis (significance) Standard Error = SE = s* Test Statistic = Z Expansions for Notations
Sample mean (x) and σ x−µ m = Population mean
population mean (m) n σ* x = Sample mean
Means of two samples x1 − x 2 s = Population standard
σ 12 σ 22
( x1 and x2) + deviation
n1 n2 σ*
Sample standard deviation σ s −σ n = Sample size
(s) and population standard 2n σ * s = Sample standard
Difference deviation (s) deviation
between Sample standard deviations (s1 σ 12 σ 22 s1 − s2 P = Population proportion
and s2) +
2n1 2n2 σ* Q=1-P

Sample proportion (p) and popu- PQ p−P p = Sample proportion

lation proportion (P) n σ*

P1Q1 P2Q2 P1 − P2
Two sample proportions (P1, P2) +
n1 n2 σ*

Example 21 1.9
= × 7 = 2.333
The dean of an engineering college claims that the aver- 5.7
age attendance of students in the final semester of B.Tech is
Critical region: As the alternative hypothesis is of ≠ type,
72.5% with a standard deviation of 5.7%. To test this claim,
the test should be a two tailed test, where the critical region
the attendance of a random sample of 49 students of final
lies on both sides of the curve as shown in the figure.
semester of B.Tech were examined, which showed the aver-
age as 74.4%. Can the claim be accepted or not at 1% level a = 0.01
of significance? α
⇒ = 0.005
2
Solution \ P(Z ≤ −Zα /2 ) = 0.05
Here population mean = m0 = 72.5 ⇒ − Zα / 2 = −2.575
Simple mean = x = 74.4 ⇒ Zα / 2 = 2.575
Population standard deviation = s
= 5.7 Critical Region
Critical Region
1
Level of significance = α = = 0.01
100
Sample size = n = 49
Null hypothesis H0: m = m0 = 72.5
Alternative hypothesis H1: m ≠ m0 (= 72.5) −Zα / 2 = − 2.575 Z = 0 Zα / 2 = + 2.575
Level of significance, a = 0.01
Test statistic, Decision: It can be easily observed that the value of the test
statistic lies between -Za/2 and Za/2 i.e., The test statistic is
x − µ0 74.4 − 72.5 not in the critical region.
Z= =
σ 5.7 Hence we accept the null hypothesis H0
n 49 \ The claim of the dean can be accepted.

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 2.102  |  Part II  ■  Engineering Mathematics

Example 22 \ Reject the null hypothesis H0 : m = 200

Can it be concluded that the average life span of an electric Hence accept the alternative hypothesis H1 : m > 200
bulb is more than 200 hours, if a random sample of 100 \ We can conclude that the average life span of an electric
electric bulbs has an average life span of 202 hours with a bulb is more than 200 hours.
standard deviation of 8 hours with level of significance 0.05
NOTE
Solution
In the process of testing of hypothesis for large samples, if
Here population mean m0 = 200 the population standard deviation s is not given, then the
Sample mean = x = 202 sample standard deviation s can be assumed as the popula-
Sample standard deviation = s = 8 tion standard deviation.
Sample size = n = 100
Null hypothesis H0: m = m0 = 200 Example 23
Alternative hypothesis H1: m > m0 (= 202) In a city, a random sample of 36 men has an average life
span of 71 years with a standard deviation of 9 years, while
Level of significance, a = 0.05 a random sample of 49 women has an average life span of
x − µ0 x − µ0 76 years with a standard deviation of 14 years. Does this
Test statistic, Z = = substantiate the claim that the life span of men is less than
σ s
that of women in that city with 1% level of significance?
n n
(∵ As the population standard deviation s is not given and Solution
the sample size is large, we can consider the sample stand- Let x1 = Average life span of men = 71 years
ard deviation s as the population standard deviation)
And x2 = Average life span of women
202 − 200 = 76 years
∴Z =
8
s1 = 9 and s2 = 14
100
n1 = 36 and n2 = 49
Z = 2.5 Level of significance = a = 0.01
Critical region: As the alternative hypothesis H1 is of > Null hypothesis H0: m1 = m2 (i.e., The average life span of
type, the test should be a right one tailed test, where the men and women in the city is same)
critical region lies on the right tail of the standard normal
curve as shown in the figure. Alternative hypothesis H1: m1 < m2 (i.e., The average life
span of men is less than that of women in the city)
Critical Region Level of significance: a = 0.01
Test statistic,

x1 − x2
Z=
Zα = 1.645
σ 12 σ 22
+
n1 n2
Here a = 0.05 x1 − x2
\ P(Z ≥ Za) = 0.05 i.e., Z =
s12 s22
⇒ P(Z ≤ −Za) = 0.05 +
n1 n2
⇒ −Za = −1.645
⇒ Za = 1.645 (∵ The standard deviations s1 and s2 are given and the stand-
ard deviations of populations are unknown)
\ The critical region is to the right of Za
(i.e., to the right of Z = 1.645) under the standard normal (71 − 76) −5
= =
curve. 92 14 2 9 
Decision: As the value of the test statistic Z = 2.5 is greater +  4 + 4
36 49  
than that of Za = 1.645, the test statistic lies in the critical
region. Z = −2

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 Chapter 5  ■  Probability and Statistics  |  2.103

Critical region: As the alternative hypothesis H1 is of < Example 25

type, the critical region should be in the left tail of the stand- A home appliances company claims that the life of its
ard normal curve as shown in the figure. geysers has a standard deviation of 16 hours. The life of a
Here a = 0.01 sample of 98 geysers of that company was found to have a
\ P(Z ≤ Za) = a = 0.01 standard deviation of 18 hours. Find the test statistic Z that
is used in the process of testing whether the claim of the
⇒ Za = −2.33
company be accepted or not.

Critical Region Solution

Population standard deviation = s = 16
Sample standard deviation = s = 18
Sample size = n = 98
O
Zα = −2.33 As the situation is a testing of hypothesis of difference
between population and sample standard deviations, we
have
\ The critical region is to the left of Za = −2.33 under the (s − σ )
standard normal curve. Test statistic = Z =
σ
Decision: As the value of the test statistic Z = −2 is greater
2n
than that of Za = −2.33, the test statistic does not lie in the
critical region. (18 − 16) 2 × 14
= =
\ Accept the null hypothesis H0 16 16
Hence reject the alternative hypothesis H1 2 × 98
\ The given information does not substantiate the claim \ Z = 1.75.
that the life span of men is less than that of women in that
city. Tests of Hypothesis for Small Samples
In case of large samples, we often made use of the fact that
Example 24 the sampling distribution of many statistics are approxi-
mately normal and values of sample statistics are considered
The manufacturer of electronic weighing machines finds
best estimates of the parameters of a population. However,
that in a random sample of 120 machines, 15 machines are
in case of small samples, the sampling distributions of many
defective. Find the standard error of the proportion of defec-
statistics are not normal and the approximations of popula-
tive machines in the sample.
tion parameters by the corresponding sample statistics are
not valid. So, we shall discuss different tests of hypothesis
Solution
which are applicable to small sampling. Note that these
Total number of machines = Sample size = n = 120 tests of hypothesis for small samples can also be applied
\ The number of defective machines = 15 = x (say) to the cases of large samples. First we will discuss three
\ Proportion of defective machines important distributions that are used in testing of hypothesis
for small samples namely, t-distribution, F-distribution and
x 15 1
= p= = = c2-distribution. These distributions require the knowledge
n 120 8 of the concept of ‘Degrees of freedom’.
1 7
∴q = 1− p = 1− =
8 8 Degrees of Freedom
As the population proportion P (and hence Q = 1 - P) is The number of degrees of freedom is defined as the number
unknown, we take p and q as P and Q respectively. of values in a set, which may be assigned arbitrarily.
\ Standard error of he proportion of defective machines For example, if x1 + x2 + x3 + x4 + x5 = 18, then assign any
PQ values for four of the five variables arbitrarily (say, x1, x2,
= SE
= x3 and x4 were given arbitrary values). Then the value of
n
the fifth variable (x5) has to be taken based on the values
1 7 of x1, x2, x3 and x4. So, in this case, the degrees of freedom
×
pq
= = 8 8 is 4.
n 120 With reference to statistics, if n is the number of observa-
\ SE = 0.0302 tions in the small sample and k is the number of constraints

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 2.104  |  Part II  ■  Engineering Mathematics

on them (or k values are already available), then the number F-Distribution
of degrees of freedom can be obtained by n - k. A random variable F is said to follow the F-distribution
The number of degrees of freedom is denoted by n. with (n1, n2) degrees of freedom, if its probability density
Example: If x1, x2, . . . .xn are the observations given, then function f(F) is given by
the number of degrees of freedom for the mean x is n
ν1
ν1 
(∵ we use all values to find x )  ν 1  2  2  −1
  F
The number of degrees of freedom for the variance is n - 1
f (F ) = ν 2  ,F > 0
(∵ The variance depends on the mean) (ν 1 +ν 2 ) / 2
ν ν    ν  
β  1 , 2  1 +  1  F 
 2 2   ν 2  
Student’s t-Distribution (or) t-Distribution
A random variable t is said to follow the t-distribution with The graph of F-distribution is given below.
n = n - 1 degrees of freedom, n being the sample size, if its
probability density function is given by f(F) F-distribution
curve
− (υ +1) / 2
1  t2 
f (t ) = 1 +  ; −∞ < t < ∞
1 υ υ  α
υβ  , 
2 2

The t-distribution curve is as shown in the figure, which

O Fα (ϑ 1, ϑ 2 )
is symmetric about the mean 0 and bell shaped. The total
area under the t-distribution curve is unity.
•• The F-distribution curve entirely lies in the first quadrant.
t-distribution •• F-distribution is not symmetric.
curve
•• Fa(n1, n2) is the value of F with n1 and n2 degrees of free-
dom such that the area under the F-distribution curve to
α the right of Fa (n1, n2) is a.
•• The value of Fa(n1, n2) not only depends on the values
of the degrees of freedom n1 and n2, but also the order in
O tα t which they were taken.
1
•• F1−a (n1, n2) =
Fα (ν 2 ,ν 1 )
•• The t-distribution curve is similar to normal curve.
•• F-distribution is also known as variance ratio distribution.
•• The variance of t-distribution is greater than 1 and
•• The values of Fa for a = 0.05 and a = 0.01 for various
depends on the degrees of freedom n.
combinations of the degrees of freedom n1 and n2 were
•• As the sample size n (i.e., the degrees of freedom
presented in the tables.
n − 1) becomes large, the variance of corresponding
•• For large values of J1­ and J2, F-distribution can be
t-distribution approaches 1 and hence for large samples,
t-distribution can be approximated by the standard nor-  1 1 
approximated by a normal distribution N 1, 2  +  
mal distribution.   ∂1 ∂ 2  
•• Critical values of t-distribution (see the t-distribution
tables) are denoted by ta, which is such that the area under 1 1 
with mean 1 and variance 2  +  .
the curve to the right of ta equals to a.  ∂1 ∂ 2 
•• As the t-distribution is symmetric, it follows that t1−a = -ta. •• F-distribution and t-distribution can be related as follows.
If a statistic t follows t-distribution with n degrees of free-
dom, then t2 follows F-distribution with degrees of free-
dom n1 = 1 and n2 = n.

α α
Chi-square Distribution
If a random variable X follows chi-square distribution
−tα = t1−α O tα t (denoted as c2-distribution or c2 (n)), then the probability
density function of X is given by

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 Chapter 5  ■  Probability and Statistics  |  2.105

ν 1 
−1 (ii) t0.05 with degrees of freedom J = 17 = The value
1   in the t-table at the intersection point of the column
f (χ 2 ) = e − χ / 2 ( χ 2 ) 2  , 0 ≤ χ 2 < ∞
2

ν ν  headed by a = 0.05 and the row headed by J = 17

2  
2Γ  2  = 1.740.
(iii) t0.98 with degrees of freedom J = 23. In the given
where n is the degrees of freedom t-table, there is no column corresponding to a = 0.98
The graph of chi-square distribution is given below.
But we know that
X 2 -distribution
t1−a = −ta
f (X 2) curve i.e., ta= −t1−a

\ t0.98 = −t1−0.98
α
⇒ t0.98 = −t0.02(1)
Now t0.02 with degrees of freedom J = 23

= 2.177
O X 2α X2
\ From (1), t0.98 with degrees of freedom J = 23
= −2.177.
•• The chi-square distribution curve entirely lies in the first 2.
Two tables were given for F-distribution, one each
quadrant. for the values of a = 0.05 and a = 0.01 for various
•• Chi-square distribution is not symmetric. combinations of degrees of freedom J1 and J2.
•• c2-distribution depends only on J, the degrees of freedom. •• The value of Fa for a given pair of values of degrees
•• If χ1 and χ 2 are two independent distributions
2 2
of freedom J1 and J2 is the value in the respective
with n1 and n2 degrees of freedom respectively, then Fa-table at the intersection point of column headed
χ12 + χ 22 will follow chi-square distribution with by J1 and the row headed by J2.
(n1 + n2) degrees of freedom. The value of χα2 for a given degrees of freedom J is
3.
•• χα represents the value of χ 2 such that the area under the the value in the c2-table at the intersection point of
2

the column headed by a and the row headed by the

chi-square curve to the right of χα2 is a
degrees of freedom J.
•• The value of χα2 for various combinations of a and J
were presented in the table. Example 27
•• As the number of degrees of freedom J → ∞, the c2- Find the values of
distribution tends to the normal distribution.
 (i) F0.05 (6, 13);
  (ii)  F0.01(12, 17) and
Identifying the Values of ta, Fa and χa2 from the Tables
(iii)  F0.95(15, 24)
1. The value of ta for a given degrees of freedom J is
the value in the t-table at the intersection point of Solution
the column headed by a and the row headed by the
    (i) F0.05(6, 13) = The value in the F-table correspond-
degrees of freedom J.
ing to a = 0.05 at the intersection point of the col-
umn headed by J1 = 6 and the row headed by J2 =13
Example 26 = 2.92
Find the values of   (ii) F0.01(12, 17) = The value in the F-table correspond-
    (i)  t0.1 with degrees of freedom J = 12 ing to a = 0.01 at the intersection point of the col-
  (ii)  t0.05 with degrees of freedom J = 17 umn headed by J1 = 12 and the row headed by J2 = 17
(iii)  t0.98 with degrees of freedom J = 23 = 3.46
(iii)  F0.95(15, 24)
Solution e know that Fa(J1, J2)
(i) t0.1 with degrees of freedom J = 12 = The value in 1
the t-table at the intersection point of the column =

F1−α (ϑ2 , ϑ1 )
headed by a = 0.1 and the row headed by ϑ = 12
= 1.356 \ F0.95(15, 24)

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 2.106  |  Part II  ■  Engineering Mathematics

1 Solution
=

F1−0.95 ( 24,15) (i) χ 02.05 with degrees of freedom J = 16
= The value in the c2 - table at the intersection point of
1 the column headed by a = 0.05 and the row headed by
=

F0.05 ( 24,15) J = 16
1 = 26.296
= = 0.4367.

2.29 (ii) χ 02.01 with degrees of freedom J = 21
= The value in the c2 - table at the intersection point
Example 28 of the column headed by a = 0.01 and the row headed
by J = 21
Find the values of
= 38.932
     (i)  χ 02.05 with degrees of freedom J = 16
Similarly, we have
  (ii)  χ 02.01 with degrees of freedom J = 21 (iii) χ 02.10 with degrees of freedom J = 4
(iii)  χ 02.10 with degrees of freedom J = 4 = 7.779.

Distribution with Expansions for

Test of Hypothesis Test Statistic
Degrees of Freedom Notations
Difference between means of popu- x − µ0 t-distribution with x = Sample mean
lation and sample (s unknown) t= n=n-1
s
n −1
Difference between means of two ( x1 − x 2 ) t-distribution with m0 = Population mean
samples (s unknown) t= n = n1 + n2 - 2
 n1s12+  1
n2 s22 1
(a) If n1 ≠ n2   + 
 n1 + n2 − 2   n1 n2 
(b) If n1 = n2 = n ( x1 − x 2 ) t-distribution with s = Sample standard
t= n = 2n - 2 deviation
( s12+ s22 )
n = Sample size
( n − 1) J = Degrees of freedom
(c) n1 = n2 = n and the two samples d t-distribution with
t= n=n-1
are not independent i.e., they are s
related in some way (This implies n −1
that the pairs of observations (xi, where d = x i − y i
yi) belong to same sample unit 1 2
di = xi - yi and s2 = ∑ ( di − d )
n i
Equality of the population variances σˆ 12 F-distribution with
Note: Take the larger of the esti- F= n1 = n1 - 1
σˆ 22
mates of variances of the samples n2 = n2 - 1
 n   n 
as σ̂ 12 and the corresponding where σˆ 12 =  1  s12 and σˆ 22 =  2  s22
degrees of freedom as J1  n1 − 1  n2 − 1

Population variance ns2 c2-distribution with

χ2 = n = n - 1
σ2
0
n
( x i − x )2
where s2 = ∑
i =1 n

Example 29 Solution
The highest temperature in the month of June at a certain Population mean = m0 = 40
place is normally distributed with mean 40°C. The high- 43 + 37 + 35 + 39 + 38
est temperatures in June during the last five years are 43°C, Sample mean = x =
5
37°C, 35°C, 39°C and 38°C. From this data, can we con-
clude that the average highest temperature in June during the 192
∴x = = 38.4
last five years is less than the normal highest temperature? 5
(Test at 0.05 level of significance) Sample size v n = 5

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 Chapter 5  ■  Probability and Statistics  |  2.107

\ Number of degrees of freedom = J = n − 1 = 5 − 1 = 4 Example 30

1  In a CBSE school marks scored in Mathematics by 10 stu-
Sample variance = s 2 =  ∑ xi2  − x 2 dents of section-A of X standard has a mean of 68 and a
n i  variance of 109 where as that of 8 students of Section-B has
432 + 372 + 352 + 392 + 382 a mean of 57 with a variance of 128. Test of 2% level of sig-
= − (38.4) 2 nificance whether there is a significant difference between
5
the means of marks scored by the students of sections-A and
= 1,481.6 − 1,474.56 B or not. Assume that the marks of the students of sections-
\ s2 = 7.04 A and B follow normal distribution with same variance.
⇒ s = 2.6533 Solution
Null hypothesis H0: m = m0 = 40 Let µ1 and µ2 be the means of the marks of students of the
Alternative hypothesis: H1: m < m0 (=40) sections A and B respectively.
Level of significance: a = 0.05 Mean of first sample = x1 = 68
Test statistic: Mean of second sample = x2 = 57
x − µ0 Variance of first sample = s12 = 109
t=
s Variance of second sample
n −1 = s22 = 128
38.4 − 40 −1.6 n1=10 and n2 = 8
= =
2.6533 2.6533 Null hypothesis: H0: µ1 = µ2
5 −1 2 Alternative hypothesis: H1: µ1 ≠ µ2
\ t = −1.2060 Level of significance: α = 0.02
Critical region: As the alternative hypothesis is < type, the Test statistic:
critical region is in the left tail of the t-distribution curve as
shown in the figure. ( x1 − x2 )
t=
As a = 0.05 with J = 4, we have  + n2 s2 2   1 1 
n1s12
  + 
ta with J = 4  n1 + n2 − 2   n1 n2 
= The area under the t-distribution curve to the right of a = (68 − 57)
0.05 with J = 4 =
 10 × 109 + 8 × 128   1 1 
= 2.132  10 + 8 − 2   10 + 8 
  
\ The critical region is the region (area = 0.05) in the left
tail of the t-distribution curve. 11
=
= −ta with J = 4 5.4523
(∵ t-distribution is symmetric) = 2.0175
\ The critical value is \The test statistic is t = 2.0175
\ −ta = −2.132 Critical region: As the alternative hypothesis is of the ≠
type, the critical region lies on both sides of the t-distribution
curve as shown in the figure.

O t
tα = −1.895

Decision: As the test statistic t = −1.2060 is greater than the

−tα = − 2.583 t=0 −tα = 2.583
critical value −2.132, it lies in the acceptance region. 2 2
\ Accept the null hypothesis.
Hence there is no significant difference between the nor- Here α = 0.02 and υ = degrees of freedom = n1 + n2 - 2 =
mal temperature and the average temperature of the last five 10 + 8 - 2
years in the month of June. υ = 16

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 2.108  |  Part II  ■  Engineering Mathematics

tα 20.7729
with υ = 16 =
2 17.7502
= t0.01 at υ = 16 F = 1.1703
= 2.583 Critical region:
t Here u1 = n1 - 1 = 13 - 1 = 12
\ The critical region is to the left of − α = -2.583 and to
2 And u2 = n2 - 1 = 9 - 1 = 8
tα
the right of = 2.583. \ The critical value is
2
Fa(u1, u2) = F0.05(12, 8) = 3.28
t
Decision: As the test statistic t = 2.0175 lies between − α And the critical region is to the right of 3.28
2
tα As F = 1.1703 < Fa(u1, u2) = 3.28,
and , we accept the null hypothesis.
2 we conclude that the two random samples are drawn from
\ There is no significant difference between the means of two normal populations with the same variance.
marks scored by the students of sections A and B.
Non-Parametric Tests
Example 31
The variances of two samples of sizes 9 and 13 are 15.778
Goodness of Fit Test
and 19.175 respectively. Test whether the two samples be To determine, if a population follows a specified theoretical
regarded as drawn from normal populations with the same distribution such as binomial, Poisson or normal distribution,
variance at 5% level of significance. c2 test can be used. c2 test, which is based on how good a fit
is there between the observed frequencies (Oi from the sam-
Solution ple) and the expected frequencies (Ei from the theoretical
distribution) is known as ‘goodness of fit test’.
Always the sample having higher variance will be taken as
Let a distribution be given. Let Oi and Ei (I = 1, 2, 3... n)
the first sample in this test of hypothesis.
be the observed and expected frequencies of the ith class (or
\ Variance of first sample = s12 n n
= 19.175 cell) such that ∑ Oi = ∑ Ei = N = Total Frequency.
i =1 i =1
Variance of second sample = s22
Test statistic (OR) Statistic for test of ‘goodness of fit’
= 15.778
n
Sample size of first sample = n1 = 13 (Oi − Ei ) 2
= χ2 = ∑
Sample size of second sample = n2 = 9 i =1 Ei
where n is the number of class intervals or cells, in
 n  13 the given frequency distribution and c2 is a random
σˆ12 =  1  s12 = × 19.175
 n1 − 1  (13 − 1) variable which is very closely approximated with c2-
distribution with degrees of freedom n.
σˆ12 = 20.7729
Degrees of Freedom for Goodness of Fit Test  Based on the
 n  9 theoretical distribution given, the degrees of freedom are as
σˆ 22 =  2  s22 = × 15.778
n
 2 − 1  ( 9 − 1) given below.
1. For uniform distribution, n = n - 1
σˆ 22 = 17.7520 2. For binomial and Poison distribution, n = n - 2
3. For normal distribution, n = n - 3
Null hypothesis: H0: σˆ12 = σˆ 22
NOTES
Alternative hypothesis: H1: σˆ12 ≠ σˆ 22 Given data should satisfy the following conditions.
Level of significance: ∝ = 0.05   1. Sample size (OR) the number of sample observa-
tions, N should be more than 50(N ≥ 50)
Test statistic:   2. If individual frequencies (Oi and/or Ei) is/are small
The test statistic is say less than 10, then combine neighbouring frequen-
cies in such a way that, they will be ≥ 10.
σˆ12   3. The number of class or cells n should be neither
F=
σˆ 21
2
too small nor too large. Generally, 4 ≤ n ≤ 16.

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 Chapter 5  ■  Probability and Statistics  |  2.109

Example 32 = 3.4286 + 1.1852 + 4.2353 + 3.2

Fitting a Poisson distribution to the following data: \ c2 = 12.0491
xi 0 1 2 3 4 Critical region: As we are testing the fitting of Poisson
Observed Frequencies (Oi) 30 62 46 10 2 distribution,
Degrees of Freedom = υ = n - 2
The following respective expected frequencies are obtained.
=4-2=2
Expected Frequencies (Ei):  42 54 34 15 5
\ c2 a = χ 02.01 With υ = 2
Test the goodness of fit of a Poisson distribution to the above
data with 1% level of significance. = 9.210
\ The critical region is to the right of 9.210 under c2 dis-
Solution tribution curve.
We have Decision: As the value of the test statistic
Observed Frequencies (Oi) 30 62 46 10 2 c2 = 12.0491 > c2a( = 9.210)
Expected Frequencies (Ei) 42 54 34 15 5 We reject the null hypothesis.
Grouping the classes so that each class frequency is ≥10, \ Accept the alternative hypothesis.
We have Hence no good fit exists between the theoretical (Poisson)
Oi 30 62 46 12 distribution and given data (observed frequencies).
Ei 42 54 34 20
Analysis of rXc Contingency Tables
Oi - Ei -12 8 12 -8
Consider two attributes A and B of the given population.
Null hypothesis: H0: Good fit exists between the theoretical Let each of these attributes are classified into different
(Poisson) distribution and given data (observed frequencies) classes (categories), say the attribute A is divided into r
Alternative hypothesis: H1: No good fit exists between the classes A1, A2, …, Ar and the attribute B is divided into c
theoretical (Poisson) distribution and given data (observed classes B1, B2, …, Bc. Let a table (matrix) be formed with
frequencies). the classed of attribute A as heading rows and the classes
Level of Significance: -a = 0.01 of attribute B as heading columns as shown below. In the
Test Statistic: table, the values Oi*(i = 1, 2, …, r and j = 1, 2, …, (C) are
n known as observed frequencies which denote the number
(Oi − Ei ) 2
χ2 = ∑ of items belonging to both Ai and Bj; Oi* denote the number
i =1 Ei
of items belonging to the class Ai and O*j denote the number
( −12) 2 82 122 ( −8) 2 of items belonging to the class Bj. This table is known as
= + + +
42 54 34 20 rxc contingency table.

rXc Contingency Table

B
A
B1 B2 … Bj … Bc Row Total

A1 O11 O12 … Oij … O1c O1*

A2 O21 O22 … O2j … O2c O2*
…

Ai Oi1 Oi2 … Oij Oic Oi*

…

Ar Or1 Or2 … Orj … Orc Or*

r c
Column Total O*1 O*2 … O*j … O*c ∑ Oi * =∑ O* j = N
i =i j =1

In general, these tables arise in two kinds of problems. Various requirements for testing of hypothesis in these
two types of problems were described in the following
1. Test for Independence.
table.
2. Test for Homogeneity.

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 2.110  |  Part II  ■  Engineering Mathematics

Test for Independence Test for Homogeneity

(A) Description To test whether the given two attributes of To test whether different classes of the attributes are
the population are independent or not. homogeneous or not
(B)  Expected frequency (Eij) (Total observed frequency in ith row) × (Total observed frequency in jth column)
Total frequency
i.e., (Oi * )(O* j )
N
(C)  Test Statistic r c  (Oij − E ij )2 
χ 2 = ∑∑  

i −1 j =1  E ij 
(D) Degrees of Freedom (υ) n = (r - 1) × (c - 1)
(E) Decision 1. If χ 2 < χα2 with n degrees of freedom, then accept the null hypothesis H0.

2. If χ > χα with n degrees of freedom, then accept the alternative hypothesis H1.
2 2

Example 33 Null hypothesis: H0: Heart problem and the drinking habits
Test the hypothesis with 1% level of significance that the are independent.
heart problem is independent of drinking (alcoholic drinks) Alternative hypothesis: H1: Heart problem and the drink-
habits from the following experimental data on 200 persons. ing habits are not independent.
Non Moderate Heavy Level of significance: α = 0.01
Drinkers Drinkers Drinkers
Test statistic:
Heart problem 25 40 35
r c  (O − E ) 2 
No Heart problem 50 30 20
X 2 = ∑∑
ij ij

i =1 j =1 
 Eij 
Solution
Given contingency table is 2 3  (Oij − Eij ) 2 
=∑ ∑ E 
Non Moderate Heavy Row j =1  
i =1  ij
Drinkers Drinkers Drinkers Total
Heart Problem 25 40 35 100 ( 25 − 37.5) 2 ( 40 − 35) 2 (35 − 27.5) 2
= + +
No Heart problem 50 30 20 100 37.5 35 27.5
Column Total 75 70 55
(50 − 37.5) 2 (30 − 35) 2 ( 20 − 27.5) 2
= + +
Total number of persons = N = 200 37.5 35 27.5
The expected frequency Eij is given by = 4.1667 + 0.7143 + 2.0454 + 4.1667 + 0.7143 + 2.0454
\ c2 = 13.8528
(ith row total) × ( jth column total)
Eij = Critical region:
Total number of personss (N )
Here α = 0.01
100 × 75 r = Number of rows in the table = 2
E11 = = 37.5,
200 c = Number of columns in the table = 3
100 × 70 \ Degrees of freedom = n = (r - 1) (c - 1)
E12 = = 35,
200 = (2 - 1) (3 - 1) = 2
100 × 55 n=2
E13 = = 27.5,
200 ∴ χα2 with υ degrees of freedom.
100 × 75 = χ 02.01 with 2 degrees of freedom
E21 = = 37.5,
200 = 9.210.
100 × 70 Decision: As the test statistic = c2 = 13.8528 > χα2
E22 = = 35,
200 (= 9.210), reject the null hypothesis.
100 × 55 i.e., accept the alternative hypothesis.
E23 = = 27.5
200 \ Heart problem and the drinking habits are not independent.

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 Chapter 5  ■  Probability and Statistics  |  2.111

Example 34 Alternative hypothesis: H1: The opinion of married

Following table shows the opinions of 300 persons about and unmarried persons about ‘Love Marriages’ is not
‘Love Marriages’. homogeneous.
Married Persons Unmarried Persons
Level of significance: α = 0.01
Good 40 50 Test statistic:
Not good 20 60 r c  (Oij − Eij ) 2 
Undecided 60 70
χ2 = ∑ ∑  
i =1 j =1  Eij 
Test whether the opinions of married and unmarried persons
are homogeneous (same) with respect to ‘Love Marriages’ 3 2  (Oij − Eij ) 2 
at 0.01 level of significance. ∑ ∑ E 
i =1 j =1 
 ij 
Solution
( 40 − 36) 2 (50 − 54) 2 ( 20 − 32) 2 (60 − 48) 2
Given contingency table is = + + +
36 54 32 48
Married Unmarried
Row Total
Persons Persons (60 − 52) 2 (70 − 78) 2
+ +
Good 40 50 90 52 78
Not Good 20 60 80
\ c2 = 10.292
Undecided 60 70 130
Critical region:
Column total 120 180
Here α = 0.01
The expected frequencies are given by,
r = Number of rows in the table = 3
90 × 120
E11 = = 36, c = Number of columns in the table = 2
300
\ Degrees of freedom = υ = (r - 1)(c - 1)
90 × 180
E12 = = 54, = (3 - 1)(2 - 1) = 2
300 υ=2
80 × 120 \ χα2 with υ degrees of freedom.
E21 = = 32,
300
= χ 02.01 with 2 degrees of freedom
80 × 180
E22 = = 48, = 9.210
300
30 × 120 Decision:
E31 = = 52, As the test statistic = c2
300
130 × 180 = 10.292 > χα2 (= 9.210), reject the null hypothesis.
E32 = = 78
300 i.e., Accept the alternative hypothesis.
\ The opinion of married and unmarried persons about
Null hypothesis: H0: The opinion of married and unmar- ‘Love Marriages’ is not homogeneous (not same).
ried persons about ‘Love Marriages’ is homogeneous
(same).

Exercises
1. If eight unbiased coins are tossed together, then the 2. If A and B are two mutually exclusive and exhaustive
probability that the number of heads exceeds the num- events and the probability that the non-occurrence of A
ber of tails is 3
is , then the probability of occurrence of B is
4
31 1
(A) (B) 1 1
128 2 (A) (B)
4 2
93 57 3 1
(C) (D) (C) (D)
256 256 4 16

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 2.112  |  Part II  ■  Engineering Mathematics

3. A bag contains five red balls, three black balls and a 1

respectively. The probability that the problem being
white ball. If three balls are drawn from the bag, the 4
probability that the three balls are of different colours is solved is
23 5 29 31
(A) (B) (A) (B)
28 28 32 32
1 7
3 (C) (D)
(C) (D) None of these 8 8
28 10. If A and B are two events of an experiment such that
1
4. From a box containing 18 bulbs, of which exactly rd 3 7
3 P(A ∪ B) = , P(A) = , then find P(B) given that
are defective, five bulbs are chosen at random to fit into 4 20
(i) A and B are mutually exclusive
the five bulb holders in a room. The probability that the
room gets lighted is 1 1
(A) (B)
6C 6C 4 5
5 5
1−
(A) (B)
18 C 18 C 3 2
5 5 (C) (D)
12 C 12 C
5 5
5
(C) 18 C
1 − 18 5
(D) (ii)
A and B are equally likely
5 C5
7 3
(A) (B)
5. On a biased dice, any even number appears four times 20 4
as frequently as any odd number. If the dice is rolled
2 13
thrice what is the probability that the sum of the scores (C) (D)
on them is more than 16? 5 20
26 112 (iii)
A and B are independent events
(A) (B)
375 375 7 8
(A) (B)
26 112 13 13
(C) (D)
3375 3375 6 2
(C) (D)
6. A five digit number is formed using the digits 0, 1, 2, 13 5
3, 4 and 5 at random but without repetition. The prob- 11. The probability that a square selected at random from a
ability that the number so formed is divisible by 5 is 8 × 8 chessboard is of size 3 × 3 is
1 2 8 14
(A) (B) (A) (B)
5 5 51 17
3 25
4 9 (C) (D)
(C) (D) 17 204
25 25
12. A dice has two of its sides painted pink, two blue and
7. If six people sit around a circular table, the probability two green. If the dice is rolled twice the probability that
that two specified persons always sit side by side is same colour appears both the times is
14 11
(A) (B) 1 2
15 15 (A) (B)
3 3
2 4
(C) (D) 7 (D) 8
5 15 (C)
9 9
8. Eight letters are to be placed in eight addressed 13. X and Y are independent events. The probability that
envelopes. If the letters are placed at random into the 1
envelopes, the probability that exactly one letter is both X and Y occur is and the probability that neither
8
placed in a wrong addressed envelopes is 3
of these occur is . The probability of occurrence of X
1 1 8
(A) (B) can be
6 8!
2 1
1 (A) (B)
(C) (D) None of these 3 4
7!
1 3
(C) (D)
9. A puzzle in logic was given to three students A, B 3 4
1 3 14. A bag contains 12 cards. 5 of these cards have the letter
and C whose chances of solving it are , and
2 4 ‘M’ printed on them, 3 cards have the letter ‘A’ printed

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 Chapter 5  ■  Probability and Statistics  |  2.113

on them and the remaining cards have the letter ‘N’ 20. If two events A and B are such that P ( A) = 0.4, P(B) =
printed on them. If three cards are picked up one after
the other at random, and placed on a table in that order,  B 
0.7 and P(A ∩ B) = 0.2, then P   is
then what is the probability that the word formed will  A∪ B 
be ‘MAN’? 3 2
(A) (B)
5 1 5 5
(A) (B)
44 22 1 4
3 (C) (D)
3 4 5
(C) (D)
22 44 21. A cinema historian noted that for a brief period, all mov-
15. A and B pick a card at random from a well shuffled ies released were either directed by Nolan or starred
pack of cards, one after the other replacing it every time Bale. Also no movie directed by Nolan starred Bale.
till one of them gets a spade. The person who picks a The probability that a movie was directed by Nolan
spade is declared the winner. If A begins the game, then is 0.5, and the probability that a movie starred Bale is
the probability that B wins the game is 0.5. The probability that a movie is a hit if directed by
5 4 Nolan is 0.6, while the probability that a movie is a hit
(A) (B) given that Bale acted in it is 0.4. Given that a movie is
9 9
a hit, find the probability that it is directed by Nolan.
3 4 (A) 0.4 (B) 0.5
(C) (D)
7 7 (C) 0.6 (D) 0.7
16. A number is randomly chosen from the numbers 10 to 22. Probability mass function of a variate x is as follows:
99. It is observed that the sum of the digits of the num-
x 0 1 2 3 4
ber is ten. Find the probability that it is divisible by five.
1 1 P(X = x) k 2k 3k 4k 5k
(A) (B)
9 3
then P(x ≥ 3) =
1 2 1 4
(C) (D) (A) (B)
2 9 3 15
17. An unbiased coin is tossed a person gets `30 if the coin
shows head, and he loses `15 if the coin shows tail. If 3 5
(C) (D)
three coins are tossed, the probability that the person 5 7
gets `45 is 23. The expected number of trials required to open a door
3 1 using a bunch of n keys of which only one is the correct
(A) (B)
8 2 key is
n n −1
1 1 (A) (B)
(C) (D) 2 2
10 25
n +1
18. What is the probability of getting at least 6 heads when (C) (D) n
2
a coin is tossed 7 times if it is known that there are at
least 5 heads?
Direction for questions 24 and 25:
5 8
(A) (B) A variate x has the probability distribution as
29 29
x 4 8 12
9
(C) (D) None of these P(X = x) 1 3 1
29 3 15
5
3 6 1 24. Values of E(x) and E(x2) respectively are
19. If P(A) = , P(BC) = and P(A ∩ B) = , then find
5 7 4
104 160 102 150
 Ac  (A) , (B) ,
P c  . 15 3 15 3
B 
21 160 104 151
17 71 (C) , (D) ,
(A) (B) 3 5 15 3
60 120
2 5. The value of E[(3x + 2)2] is ________.
19 29 (A) 675.2 (B) 560.2
(C) (D)
60 60 (C) 134.56 (D) 567.2

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 2.114  |  Part II  ■  Engineering Mathematics

26. In the random experiment of drawing a card from 15 1 1

(A) (B)
cards numbered 1 to 15, if x is the random variable 6 2
defined by the number appeared on the card, then the
expectation of x is 5 1
(C) (D)
(A) 8 (B) 7 6 4
(C) 6 (D) 5 35. If X is a uniformly distributed random variable in [2, 5]
27. For a binominal distribution, mean is 6 and variance is then E(X2) is
2. The number of Bernouli trials is (A) 2 (B) 8
(A) 8 (B) 9 (C) 13 (D) 15
(C) 10 (D) 11 36. If the life time of bulbs (in months) is exponential with
28. If X(n, p) follows a binominal distribution with n = 6 mean 5 months, then the probability that the bulb lasts
such that 9P[X = 4] = P[X = 2], then p = for atleast 7 months is
(A) 0.2466 (B) 0.7534
1 1 (C) 0.4932 (D) 0.5068
(A) (B)
3 2 37. x is a normal variate with mean 35 and variance 25
1 probability of 31 ≤ x < 45 is (- 0.8 ≤ z < 0 = 0.2881)
(C) 1 (D)
4
0.4772
29. The variance of a Poisson variate is given to be 1. Then,
P(X = 3) is
1 1
(A) (B)
e 2e
0 2
1 1
(C) (D)
3e 6e
30. A random variable X follows a Poisson distribution
such that P[X = 1] = P[X = 2]. Its mean and variance (A) 0.6735 (B) 0.7563
are, respectively, (C) 0.7653 (D) 0.5736
(A) 1, 1 (B) 2, 2 38. Let X1 and Y1 be two discrete random variables with
(C) 3, 2 (D) 2 , 2 joint probability mass function as given below
31. The probability that a person hits a target is 0.003. Y1
2 3 P(X1 = xi)
What is the probability of hitting the target with 2 or X1
more bullets if the number of shots is 2000? 1 2 1
1
15 15 5
(A) 1 - e
–6
(B) 1 - e 6

(C) 1 - 7e 6
(D) 1 - 7e–6 4
4 8 4
15 15 5
32. The expected value of a random variable with uniform
distribution over the interval (2, 5) is 1 2
P(Y1 = yi)
3 3
1
(A) 2 (B) 2
2 Let X2 and Y2 be two discrete random variables with
1 1 joint probability mass function given as follows:
3 (D)
(C) 4
2 2 Y2
0 4 7 P(X2 = xi)
X2
1
33. If X is a continuous random variable with PDF f(x) = 1 3 1 3
4 -1
if - 2 ≤ x ≤ 2 and f(x) = 0 elsewhere, the mean of X is 7 14 14 7
______. 4 2 2 4
3
(A) 1 (B) 1.5 21 7 21 7
(C) 2 (D) 0 1 1 1
P(Y2 = yi)
34. If X is a uniformly distributed random variable in [1, 4] 3 2 6
 3
Which of the following statements is TRUE about the
then P  x >  is
 2 random variables X1, X2, Y1 and Y2?

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 Chapter 5  ■  Probability and Statistics  |  2.115

(A) Only X1 and Y1 are independent. 49. If the standard deviation of 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11
(B) Only X2 and Y2 are independent. is M, then the standard deviation of 101, 102, 103, 104,
(C) X1 and Y1 are independent as well as X2 and Y2 are … and 111 is
independent. (A) M (B) 100 + M
(D) Neither X1 and Y1 are independent nor X2 and Y2 (C) 100 - M (D) M - 100
are independent. 50. If the standard deviation of 10, 20, 30, 40 and 50 is S,
39. If X and Y are two independent random variables with then the standard deviation of 20, 30, 40, 50 and 60 is
expectations 3 and 4 respectively. Then the expectation (A) S (B) S + 10
of X Y is (C) S - 10 (D) 10S
(A) 1 (B) 7 51. The arithmetic mean of five observations is 6.4 and the
(C) 12 (D) 16 variance is 8.24. If three of the observations are 3, 4, 8,
40. If X and Y are two independent random variables that then find the other two observations.
are uniformly distributed over the same interval [2, 5] (A) 6, 11 (B) 10, 7
(C) 8, 9 (D) 5, 12
 11 11 
then P  X ≤ , Y ≥  is 52. The director of a sports academy claims that the aver-
 4 3
age height of sports persons in their academy is more
1 2 than 170 cms. A random sample of 40 sports persons
(A) (B)
9 9 of that academy has an average height of 174 cm with
1 4 a standard deviation of 15 cm. Then the claim of the
(C) (D) director can be accepted with ______.
3 7
41. The mean of cubes of first 10 natural numbers is (A) both 1% as well as 5% levels of significance
(A) 305 (B) 300 (B) 5% level of significance but not with 1% level of
(C) 302.5 (D) 310 significance
(C) neither 5% nor 1% levels of significance
42. The mean of 25 observations was found to be 38. It was (D) no level of significance
later discovered that 23 and 38 were misread as 25 and
36, then the mean is 53. In a survey conducted on the increase in pay packages
(A) 32 (B) 36 of male and female managers across IT industry by tak-
(C) 38 (D) None of these ing a random sample of 32 male managers and another
random sample of 36 female managers, the following
43. If 3, 2 and 9 occur with frequencies 2, 5 and 3 respec- information was derived.
tively, then their arithmetic mean is
Average Standard
(A) 4.3 (B) 5 Sample Increases in Deviation of
(C) 6 (D) 4.8 Size Pay Package/ Increase in Pay
44. The median of first ten prime numbers is Annum Package/Annum
(A) 11 (B) 13 Male 32 20% 4%
(C) 12 (D) 10 Managers
Female 36 17% 3%
45. If the mean of a set of 12 observations is 10 and another Managers
set of 8 observations is 12, then the mean of combined
The standard error of the difference between the aver-
set is
age increase in pay packages is ______
(A) 12.6 (B) 10.8
(C) 12.8 (D) 10.6 3 3
(A) (B)
46. The mode of a distribution of 13 and its mean is 4 then 2 2
its median is 3 3
(A) 7 (B) 9 (C) (D)
2 4
(C) 8 (D) 11
47. Consider the non-decreasing series of the numbers, 1, 54. Match the following:
8, 8, 13, 14, 14, x, y, 18, 20, 31, 34, 38 and 40. If the List I List II
median of the series is 15, then the mode of the series is P. Standard error 1. Level of significance
(A) 14 (B) 16 Q. Type I error 2. Standard deviation of the sam-
pling distribution of a statistic
(C) 18 (D) Cannot be determined
R. Type II error 3. Accepting the null hypothesis
48. The standard deviation of 5, 5, 5, 5, 5, 5, 5, 13 is when it should be rejected
2 2 (B)
(A) 6 S. Size of a test 4. Rejecting the null hypothesis
when it should be accepted
(C) 5 (D) 7

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 2.116  |  Part II  ■  Engineering Mathematics

Codes: a yoga course using the t-distribution, the degrees of

(A) P - 1, Q - 2, R - 3, S - 4 freedom to be taken is ______.
(B) P - 2, Q - 4, R - 3, S - 1 (A) 12 (B) 13
(C) P - 2, Q - 3, R - 4, S - 1 (C) 24 (D) 26
(D) P - 1, Q - 3, R - 2, S - 4 59. If F0.01 with the degrees of freedom υ1 = 8 and υ2 = 24,
55. If the population distribution is not normal, then for is 3.36, then the value of F0.99 with the degrees of free-
which of the following sample sizes, the sampling dis- dom υ1 = 24 and υ2 = 8 is ______.
tribution of a statistic will always be normal? (A) 0.64 (B) 6.33
(A) 4 (B) 8 (C) 4.95 (D) 0.2976
(C) 16 (D) 32 60. Fitting a normal distribution to the following data:
56. One can reduce both type I and type II errors by Class 5–9 10–14 15–19 20–24 25–29 30–34 35–39
(A) reducing the sample size.
Observed
(B) increasing the sample size. frequencies 1 10 37 36 13 2 1
(C) changing the null hypothesis. (Oi )
(D) changing the alternative hypothesis. The respective expected frequencies when the data is
57. Assume that the marks obtained in GATE by the stu- fitted to normal distribution are:
dents of Civil Engineering follow normal distribu- Expected Frequencies (Ei): 2, 12, 32, 36, 15, 3 and 0
tion. The mean and standard deviation of marks of two
groups with 10 students in each group are as given The critical value to test the goodness of fit of normal
below. distribution to the above data with 5% level of signifi-
cance is _______.
Mean Standard Deviation (A) 14.067 (B) 9.488
Group 1 57 3.36 (C) 3.841 (D) 2.706
Group 2 53 5.44 61. For the contingency table given below, the test stastic
Then the test statistic that is to be used to test whether (chi-square value) is _______.
the difference in means of marks is significant or not B
A
is _______. 10 20
(A) 1.8768 (B) 2.3541 30 40
(C) 3.6172 (D) 4.5376
(A) 0.7936 (B) 7.8361
58. To test whether there is any significant difference in the (C) 4.8312 (D) 3.8142
marks scored by 13 students in a test before and after

Previous Years’ Questions

1. If the standard deviation of the spot speed of vehi- 3. If probability density function of a random variable x
cles in a highway is 8.8 km/h and the mean speed of is F(x) = x2 for -1 ≤ x ≤ 1 and = 0 for other value of x
the vehicles is 33 km/h, the coefficient of variation in  1 1
speed is [GATE, 2007] then, the percentage probability P  − ≤ x ≤  is
 3 3
(A) 0.1517 (B) 0.1867
 [GATE, 2008]
(C) 0.2666 (D) 0.3646
(A) 0.247 (B) 2.47
2. A person on a trip has a choice between private car (C) 24.7 (D) 247
and public transport. The probability of using a pri-
4. Two coins are simultaneously tossed. The probability
vate car is 0.45. while using the public transport,
of two heads simultaneously appearing is
further choices available are bus and metro, out of
 [GATE, 2010]
which the probability of commuting by a bus is 0.55.
In such a situation, the probability (rounded up to two 1 1
(A) (B)
decimals) of using a car, bus and metro, respectively 8 6
would be [GATE, 2008]
1 1
(A) 0.45, 0.30 and 0.25 (C) (D)
4 2
(B) 0.45, 0.25 and 0.30
5. There are two containers, with one containing 4 Red
(C) 0.45, 0.55, and 0.00 and 3 Green balls and the other containing 3 Blue
(D) 0.45, 0.35 and 0.20 and 4 Green balls. One ball is drawn at random from

Chapter 05.indd 116 5/31/2017 10:56:17 AM

 Chapter 5  ■  Probability and Statistics  |  2.117

each container. The probability that one of the ball is that there will be less than 4 penalties in a day is
Red and the other is Blue will be [GATE, 2011] ______. [GATE, 2014]
1 9 12. If {x} is a continuous, real valued random variable
(A) (B) defined over the interval (-∞, +∞) and its occurrence
7 49
is defined by the density function given as f(x) =
12 3
(C) (D)
49 7 1 1  x −a 
2

⋅
  where ‘a’ and ‘b’ are the statistical
2π * b e 2 b 
6. In an experiment, positive and negative values are
equally likely to occur. The probability of obtaining at attributes of the random variable {x}. The value of the
most one negative value in five trials is a 1  x −a 
2

1  
 [GATE, 2012] integral ∫ 2π * b
e 2 b  dx is [GATE, 2014]
1 2 −∞
(A) (B)
32 32 (A) 1 (B) 0.5
3 6 π
(C) (D) p (D)
(C) ⋅

32 32 2
7. The annual precipitation data of a city is normally 13. Consider the following probability mass function
distributed with mean and standard deviation as (pmf) of a random variable X:
1000 mm and 200 mm, respectively. The probability
 q if X = 0
that the annual precipitation will be more than 1200 
mm is  [GATE, 2012] p( x, q) = 1 − q if X =1
(A) <50% (B) 50%  0 othewise

(C) 75% (D) 100%
If q = 0.4, the variance of X is ________.
8. Find the value of l such that the function f (x) is a  [GATE, 2015]
valid probability density function
14. The probability density function of a random vari-
F(x) = l(x - 1) (2 - x) for 1 ≤ x ≤ 2
able, x is
= 0 otherwise [GATE, 2013]
x
9. A fair (unbiased) coin was tossed four times in suc- f(x) = (4 - x2)   for 0 ≤ x ≤ 2
4
cession and resulted in the following outcomes;
              = 0        otherwise
(i) Head, (ii) Head (iii) Head (iv) Head. The probabil-
The mean, µx of the random variable is ______.
ity of obtaining a ‘Tail’ when the coin is tossed again
 [GATE, 2015]
is [GATE, 2014]
15. X and Y are two random independent events. It is
1
(A) 0 (B) known that P(X ) = 0.40 and P ( X ∪ Y C ) = 0.7. Which
2
one of the following is the value of P ( X ∪ Y ) ?
4 1  [GATE, 2016]
(C) (D)
5 5 (A) 0.7 (B) 0.5
10. The probability density function of evaporation E on (C) 0.4 (D) 0.3
any day during a year in a watershed is given by 16. Probability density function of a random variable X is
1 given below
 0 ≤ E ≤ 5 mm/day
F(E) = 5 0.25 if 1 ≤ x ≤ 5
0, otherwis f ( x) = 
0 otherwise
The probability the E lies in between 2 and 4 mm/day P ( x ≤ 4) is ⋅ [GATE, 2016]
in a day in the watershed is (in decimal).
 [GATE, 2014] 3 1
(A) (B)
11. A traffic office imposes on an average 5 number of 4 2
penalties daily on traffic violators. Assume that the
number of penalties on different days is independent 1 1
(C) (D)
and follows a Poisson distribution. The probability 4 8

Chapter 05.indd 117 5/31/2017 10:56:20 AM

 2.118  |  Part II  ■  Engineering Mathematics

17. If f(x) and g(x) are two probability density functions, (C) Mean of f (x) and g(x) are different; Variance of
 x f (x) and g(x) are same.
 a + 1 : −a ≤ x < 0 (D) Mean of f (x) and g(x) are different; Variance of
 f (x) and g (x) are different.
f ( x) =  x
− a + 1 : 0 ≤ x ≤ a 18. The spot speeds (expressed in km/h) observed at a
 road section are 66, 62, 45, 79, 32, 51, 56, 60, 53 and
0 : otherwise
49. The median speed (expressed in km/h) is ______.
 x (Note: answer with one decimal accuracy)
− a : −a ≤ x < 0  [GATE, 2016]

g( x) =  x 1 9. Type II error in hypothesis testing is [GATE, 2016]
 a :0 ≤ x ≤ a (A) acceptance of the null hypothesis when it is false
 and should be rejected.
0 : otherwise
(B) rejection of the null hypothesis when it is true
Which one of the following statement is true? and should be accepted.
 [GATE, 2016] (C) rejection of the null hypothesis when it is false
(A) Mean of f(x) and g(x) are same; Variance of f(x) and should be rejected.
and g(x) are same. (D) acceptance of the null hypothesis when it is true
(B) Mean of f(x) and g(x) are same; Variance of f(x) and should be accepted.
and g(x) are different.

Answer Keys

Exercises
1. C 2. C 3. B 4. A 5. D 6. D 7. C 8. D 9. A
10. (i) D  (ii) A     (iii) B 11. C 12. A 13. B 14. B 15. C 16. A 17. A
18. B 19. B 20. B 21. C 22. C 23. C 24. A 25. D 26. A 27. B
28. D 29. D 30. B 31. D 32. C 33. D 34. C 35. C 36. A 37. C
38. C 39. C 40. A 41. C 42. C 43. A 44. C 45. B 46. A 47. D
48. D 49. A 50. A 51. A 52. B 53. A 54. B 55. D 56. B 57. A
58. A 59. D 60. C 61. A

Previous Years’ Questions

1. C 2. A 3. B 4. C 5. C 6. D 7. A 8. 6 9. B 10. 0.4
11.  0.26 to 0.27 12. B 13.  0.23 to 0.25 14.  1.06 to 1.07 15. A 16. A 17. B
18. 54.5 19. A

Chapter 05.indd 118 5/31/2017 10:56:20 AM

 Chapter 6
Numerical Methods

CHAPTER HIGHLIGHTS

☞ Numerical methods ☞ Numerical solutions of ordinary differential

☞ Accuracy and precision equations
☞ Curve fitting ☞ Multi-step methods
☞ Numerical integration ☞ Runge–Kutta methods
☞ Predictor-corrector methods

Numerical Methods Accuracy: Accuracy refers to how closely a computed

value agrees with the true value.
We encounter problems in Engineering mathematics for
which analytical methods are not available to find solutions. Precision: Precision refers to how closely computed values
Further, it may be sufficient in engineering applications to agree with each other after repeated iterations. The follow-
find approximate solutions. The numerical methods offer us ing figures illustrate the difference between accuracy and
approximate solutions. precision where the horizontal line denote the true value
(or) actual value of the solution where as the dots denote the
1. Methods for finding roots of algebraic or transdental values computed by a numerical method.
equations
2. Solutions to system of linear equation True True
value value
3. Numerical Integration
4. Numerical solutions of ordinary differential equation.
value

value

Accuracy and Precision

Solutions of problems computed by numerical methods are
Time Time
approximate. Errors associated with calculations can be
characterized with reference to accuracy and precision. Accurate but not precise Precise but not accurate

Chapter 06.indd 119 5/31/2017 10:59:22 AM

 2.120  |  Part II  ■  Engineering Mathematics

True value Possibility Procedure to Follow

The (n + 1)th digit is less than 5 Discard all the digits to the
(OR) right of nth digit and leave
The (n + 1)th digit is equal to 5 and the nth digit as it is
the nth digit is even
The (n + 1)th digit is greater than 5 Discard all the digits to
value

(OR) the right of nth digit and

The (n + 1)th digit is equal to 5 and increase the nth digit by 1.
the nth digit is odd.
Time
For example,
Neither accurate nor precise Consider the number 25.31465.
When written in floating point form
Errors in the solutions obtained by numerical methods: 25.31465 = 0.2531465 × 102
As the numerical methods give approximate solutions, these ≈ 0.253146 × 102 (Rounded off to six significant digits)
solutions contain errors. ≈ 0.25315 × 102 (Rounded off to five significant digits)
Let x denote the actual value (or) true value and let x denote ≈ 0.2532 × 102 (Rounded off to four significant digits)
an approximate value of the solution obtained by a numeri- ≈ 0.253 × 102 (Rounded off to three significant digits)
cal method.
Definition  The difference between the true value and its
Error = ∈ = x - x
rounded off value is called the rounded off error.
Absolute error = |∈| =| x − x |
•• If x is the true value and x* is its rounded off value such
x−x that |x - x*| ≤ 0.5 × 10-m (OR) |x - x*| ≤ 5 × 10-(m+1) then
Relative error =∈r = |∈| = x* is said to denote x correct to m significant digits.
| x| |x|
Truncation Error  The error in a method, which occurred
|x − x| because some series (finite or infinite) is truncated to a ­fewer
Percentage error =∈p =∈r × 100 = × 100.
x (and finite) number of terms is called the truncation error.
For instance,
Types of Errors ( x − x0 ) 2
Let f ( x ) = f ( x0 ) + ( x − x0 ) f ′( x0 ) + f ′′( x0 ) +  +
Inherent Error 2!
( x − x0 ) m −1 ( x − x0 ) m ( m )
The error which is already present in the statement of the f ( m − 1)( x0 ) + f ( x0 ) +  ∞
problem before its solution, is called the inherent error. ( m − 1) m
(1)
This type of errors arise due to any one or more of the denote the Taylor’s series expansion of f(x) about x = x0.
following reasons.
If we retain the first m terms, we get
•• Wrong formulation of the problem f(x) ≈
•• Unsuitable solution procedure ( x − x0 ) 2
•• Invalid assumptions in the formulation f ( x0 ) + ( x − x0 ) f ′( x0 ) + f ′′( x0 ) +  +
2!
•• Inaccurate data
( x − x0 ) m −1 ( m −1)
f ( x0 ) (2)
( m − 1)!
Round off Error
( x − x0 ) m
5 where the series of infinite terms
Real numbers such as , 2 , π , etc., contain an infinite num-
⋅
m!
6 m −1
ber of digits when expressed in decimal form. In general, in ( x − x )
f ( m ) ( x0 ) + 0
f ( m +1) ( x0 ) +  ∞ (3)
scientific and engineering computations, a real number x is ( m + 1)!
represented as x = ± 0. d1d2d3 … dn … × 10k, known as float- is neglected.
ing point form of x. The first term in this neglected part of the series is called
(where d1, d2, … dn … are all digits from 0 to 9 and k is a the principal part of the truncation error or simply the trun-
non zero integer). Each digit d1, d2 … other than the leading cation error.
zeros (the zeros that occur before the first non-zero digit) is ( x − x0 ) m ( m )
\Truncation error = TE = f (ξ ); x0 < ξ < x
called a significant digit. As its not possible to retain infinite m!
number of digits in a number, we round off the number to, As x is an unknown function of x, we have
say n significant digits. 1
| TE | ≤ max[|( x − x0 ) m | M m ]
To round off a number to n significant digits, proceed as m!
follows: where Mm = [a, b] max|f (m)(x)|

Chapter 06.indd 120 5/31/2017 10:59:24 AM

 Chapter 6  ■  Numerical Methods  |  2.121

SOLVED EXAMPLES 3 3
f ′( x ) = ⇒ f ′(0) =
2 1 + 3x 2
Example 1
π 11 −9 −9
If the number = 0.785398163 is approximated by , f ′′( x ) = 3
⇒ f ′′(0) =
4 14 4
then 4(1 − 3 x ) 2
  (i) Find the number of digits upto which, this approxima- 27 1
tion is accurate. and f ′′′( x ) = × 5
8
(ii)  Find the absolute and the percentage errors. (1 + 3 x ) 2
\ Substituting these in (2), we get
Solution
3 9 x2
π f ( x) = 1 + 3x ≈ 1 + × −
Given = 0.785398163 2 4 2!
4
π 11 3 9
Let x = = 0.785398163 (Exact value) and x = = 1 + × − x2
4 14 2 8
 π x3
= 0.785714285  Approximate value of  Truncation error = f ′′′(0)
 4 3!
π 11 1  Max x3 
  (i)  | x − x | = − ≤  
4 14 3!  0 ≤ x ≤ 1 
= | 0.785398163 - 0.785714285 |
 27 
= 3.16122 × 10-4  Max 
 0 ≤ x ≤1 8(1 + 3 x ) 
5 / 2
≤ 5 × 10-4
11 π 1  27 
\ The approximation to is accurate upto three = (1)
3!  8 
⋅

14 4
significant digits
= 0.5625.
(ii)  Absolute error = | x − x |
11 π Methods for Finding the Real Roots
− = 3.16122 × 10 −4
=
14 4 (Zeros) of f (x) = 0
|x−x | The equation of the form f (x) = 0 is called an Algebraic
Percentage error = × 100 = 0.04%. or Transcendental according as f (x) is purely a polynomial
x
in x or contains some other functions such as exponential,
logarithmic and trigonometric functions etc.
Example 2
Examples:
Using the Taylor’s series expansion about x = 0, find a s­ econd
degree polynomial approximation to f ( x ) = 1 + 3x . Also x9 + 8x5 - 4x3 - 11x + 3 = 0 → Algebraic equation
1.
find the maximum error for this approximation when 10x4 - log(x2 - 3) + e-xsin x + tan2 x = 0 → Transcen­
2.
x ∈ [0, 1]. dental equation
In this chapter, we obtain the solution of an equation f (x)
Solution
= 0, i.e., we mean to find the zeros of f (x).
We know that the Taylor’s series expansion of f(x) about x We shall now discuss few methods to find the real roots
= 0 is of both algebraic (with numerical coefficients) and tran-
x2 scendental equations.
f ( x ) = f (0) + xf ′(0) + f ′′(0) We first find an approximate value of the root of the given
2!
equation and then successively improve it to some desired
x3
+ f ′′′(0) +  +  ∞ (1) degree of accuracy.
3! We start with an initial approximate value, say x0, and
\ Considering the terms upto second degree, we have then find the better approximations successively x1, x2, x3 …,
x2 xn by repeating the same method.
f ( x ) ≈ f (0) + x f ′(0) + f ′′(0)  (2) If the successive approximations at each step of a method
2!
approach the root more and more closely, we say that the
Here f ( x ) = 1 + 3 x ⇒ f (0) = 1 method converges.

Chapter 06.indd 121 5/31/2017 10:59:26 AM

 2.122  |  Part II  ■  Engineering Mathematics

The Intermediate Value Theorem a0

\ Sn α=
= 1α 2α 3 …α n (–1) n
If a function f (x) is continuous between a and b and f (a) and an
f (b) are of opposite signs, then there exists at least one root For example, consider the polynomial equation
say a between a and b of the equation
f (x) = 0, i.e., f (a) = 0 (x – 1)(x – 2)(x – 3) = x3 – 6x2 + 11x – 6 = 0

NOTE (We can see immediately that the roots are 1, 2, 3)

Root ‘a’ of f (x) = 0, will be unique in (a, b) if f ′ (x) has the ( − 6)
The sum of roots = (1 + 2 + 3) = −
same sign in (a, b) (i.e., f ′(x) > 0 or f ′(x) < 0 in a < x < b) 1
The sum of the products of the roots, taken two at a time
11
Relations between Roots and Coefficients S2 = 1( 2) + 1(3) + 2(3) = 11 =
1
An nth order equation has n roots. Corresponding to every We can drop the word ‘sum’ and ‘products’ for the last
root, there is a factor. If a is a root of f (x) = 0, then x - a is relation, because there is only one term (only one product).
a factor of f (x). Sometimes (x – a)2 may also be a f­ actor. In ( − 6)
such a case, a is said to be a double root. Similarly equa- The product = 1( 2)(3) = 6 = − .
1
tions can have triple roots, quadruple roots and roots of
multiplicity m. If m is the greatest value of k, for which
(x – a)k is a factor of f (a), then a is said to be a root of
Roots of Equations and Descartes’ Rule
multiplicity m. If all the roots are counted by taking their If the coefficients are all real and the complex number z1, is
multiplicity into account, the number of roots is equal to n, a root of f (x) = 0, then the conjugate of z1, viz, z1 is also a
the degree of the equation. root of f (x) = 0. Thus, for equations with real, coefficients,
If a1, a2,…, an (not necessarily distinct) are the roots of complex roots occur in pairs.
f (x) = 0, then A consequence of this is that any equation of an odd
degree must have at least one real root.
f (x) = an(x – a1) (x – a2) … (x – an)
The number of roots is related to very simple properties
= a [xn – S xn–1 + S xn–2 + … + (–1) n S ]
n 1 2 n of the equation as illustrated below.
Where Let a1 be a positive root, i.e., x – a1, is a factor.
S1 = The sum of the roots Let a2 be another positive root, i.e., x2 – (a1 + a2)x + a1
S2 = The sum of the products of the roots taken 2 at a time a2 is a factor.
S3 = The sum of the product of the roots taken 3 at a time Let a3 be another positive root i.e., x3 – (a1 + a2 + a3)x2
and so on. + (a1 a2 + a2 a3 + a3 a1)x – a1 a2 a3 is a factor.
Sn = The ‘sum’ of the product of the roots taken n (or all) We note that every positive root introduces a sign change
at a time. Thus, Sn is a single term. in the polynomial. For 1 root, there is 1 sign change (the
Sn = a1 a2 … an coefficient of x is positive and –a1 is negative)
Let us write down the polynomial f (x) in two forms: The second root results in a second sign change [x2 – (a1
The standard form + a2)x + a1 a2 has 2 sign changes] and so on.
But every sign change need not correspond to a real posi-
f (x) = a xn + a xn–1 + a xn–2 + … +a x + a
n n–1 n–2 1 0 tive root. (For example, x2 - 2x + 4 has two sign changes but
In terms of the roots of the corresponding equation. the corresponding equation x2 – 2x + 4 = 0 has no real roots.
The number of positive roots is at the most equal to the
f (x) = an [xn – S1xn–1 + S2xn–2 + … + (–1) x–1 Sn–1x + (–1) nSn] number of sign changes. It could also be less than that by 2,
These polynomials are identically equal, i.e., equal for 4…, i.e., if there are k sign changes in f (x), the number of
all values of x. Therefore the corresponding coefficients are positive roots could be k, k – 2, k – 4, …
a This is called Descartes’ Rule of Signs. This rule can be
equal. The sum of the roots S1 = − n –1 . extended to negative roots as follows. The number of nega-
an
The sum of the products of the roots, taken two at a time, tive roots of f (x) = 0 is equal to the number of positive roots
a of g(x) = f (–x) = 0
S2 = n – 2 . For example, consider f (x) = x5 – 3x3 + 6x2 – 28x
an
+ 24. There are 4 sign changes in f (x)
The sum of the products of the roots, taken three at a \  The number of positive roots could be 4, 2 or 0.
a
time, S3 = − n −3 and so on. Consider g(x) = f (–x)(–x) 5 – 3(–x) 3 + 6(–x) 2 – 28(–x) + 24
an = –x5 + 3x3 + 6x2 + 28x + 24
The ‘sum’ of the ‘products’ of the roots taken m(m ≤ n) There is only one sign change in f (–x).
a \  The number of negative roots of f (x) = 0 is 1. (It can’t
at a time Sm = Σα1α 2α 3 …α m = ( −1) m n − m .
an be –1, –3, …).

Chapter 06.indd 122 5/31/2017 10:59:28 AM

 Chapter 6  ■  Numerical Methods  |  2.123

The following table shows the various possibilities for Solution

the roots. Given p – q, p, p + q are the roots of the equation.
Negative Positive Complex \  The sum of the roots is (p – q) + p + (p + q) = 18
1 4 0 ⇒ 3p = 18  ⇒  p = 6
1 2 2
1 0 4
and the product of the roots is (p – q) p(p + q) = 162

We have considered one specific equation and this 162

p2 – q2 = = 27 ⇒ 36 – q 2 = 27
specific equation has 5 specific roots. We can use more 6
advanced techniques to find the actual roots. But even with-
out that, using only Descartes rule, we expect exactly one of ⇒ q = ±3  \  p = 6 and q = ±3.
the 3 situations shown in the table above.
Bisection Method (Bolzano Method)
Example 3 or (Halving Method)
Find the nature of roots of the equation, f (x) = x3 + x - 2 = 0. Consider the equation f (x) = 0 (1)
If f (x) is continuous between a and b and f (a) f (b) > 0,
Solution then there exists one root between a and b. Let f (a) be nega-
There is only 1 change of sign in f (x). tive and f (b) be positive. The bisection method isolates the
root in [a, b] by halving process, approximately dividing the
We know that when f (x) has r changes of sign then f (x) has
given interval [a, b] into two, four, eight, etc. equal parts.
r, r – 2, r – 4, … positive roots.
Thus, the first approximation to the root is given by:
\  f (x) = 0 has one positive root.
Now f (-x) ≡ -x3 - x - 2 = 0. q = 0 a+b
x0 =
2
Since there is no change of sign in f (-x), f (x) has no nega-
tive roots. The number of complex roots is even. a b
a+b
\  The equation has one positive root, and two complex roots. 2
Hence f (x) = 0 has 1 real root and two complex roots. If f (x0) = 0, then x0 is a root, otherwise the root lies either
between a and x0 or x0 and b depending on whether f (x0) is
Example 4 positive or negative. We again bisect the interval and repeat
How many non real-roots does the equation x4 – 2x2 + 3x – 2 the process until the root is obtained to desired accuracy.
= 0 have?
Example 4
Solution Find a real root of the equation f (x) = x3 - 2x2 + 3x - 1 on the
Let f (x) = x4 – 2x2 + 3x – 2 interval (0, 1) using bisection method with four iterations.
f (x) = 0 has 3 sign changes
Solution
\  f (x) has 3 or 1 positive roots.
We have f (0) = -1 < 0 and
f (–x) = x4 – 2x2 – 3x – 2
\  f (–x) has one sign change f (1) = 1 - 2 + 3 - 1 = 1 > 0
\  f (x) has exactly one negative root. \  A root lies between 0 and 1
As the sum of the co-efficient of f (x) is zero, 0 +1
\  The first approximation to the root is = 0.5. Now
x = 1 is a root of f (x) = 0 2
f (0.5) = (0.5)3 - 2(0.5)2 + 3(0.5) - 1 = 0.125 > 0 and f (0) < 0
\  f (x) = (x – 1)(x3 + x2 – x + 2) = (x – 1) f1(x). By trial, f1
\  The root lies between 0 and 0.5. The second
(–2) = 0
0 + 0.5
\  f1(x) = (x + 2)(x2 – x + 1) approximation to the root is = 0.25.
2
We can see that x2 – x + 1 = 0 has two non-real roots.
Now f (0.25) = (0.25)3 - 2(0.25)2 + 3(0.25) - 1
\  f (x) has one positive, one negative and two non-real roots.
 = -0.359 < 0 and f (0.5) > 0
\  The root lies between 0.25 and 0.5.
Example 3 0.25 + 0.5 0.75
If p – q, p, p + q are the roots of the equation x3 – 18x2 + 99x \  The third approximation to the root is =
2 2
– 162 = 0, then find the values of p and q. = 0.375.

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 2.124  |  Part II  ■  Engineering Mathematics

Now f (0.375) = (0.375)3 - 2(0.375)2 + 3(0.375) - 1 y A[a, f (a)]

= -0.103 < 0 and f (0.5) > 0

\  The root lies between 0.375 and 0.5.
0.375 + 0.5
\  The fourth approximation to the root is
2 x3 x2 x1
x
o a b
0.875 f
= = 0.4375. e
2
d
y = f (x) B[b, f(b)]
Convergence of Bisection Method
If x1, x2, x3,…, xn is the sequence of midpoints obtained
b−a NOTE
by bisection method, then | c − xn | ≤ n , n = 1, 2, 3 …
2 This method is faster than the first order fixed point
where ‘c’ is between a and b. iteration.

NOTE
In bisection method, the convergence is very slow but Convergence of Regula Falsi Method
­definite. The order of convergence is linear or of first order. The order of convergence of the method of false position is
greater than 1.

Regula Falsi Method or (The Method

of False Position) The Secant Method
In this method, to find the real root of the equation f (x) = 0, This method is quite similar to that of Regula–Falsi method
we consider a sufficiently small interval (a, b), a < b such except for the condition f (a) f (b) < 0. The interval at each
that f (a) and f (b) will have opposite signs. This implies a iteration may not contain the root. Let the initial limits of
root lies between a and b according to intermediate value the interval be ‘a’ and ‘b’.
theorem. Also the curve y = f (x) will meet the X-axis at The formula for successive approximation general form is
some point between A [a, f (a)] and B [b, f (b)]. The equation
of the chord joining A [a, f (a)] and B [b, f (b)] is given by: ( xn − xn −1 ) f ( xn )
xn +1 = xn +
f ( xn −1 ) − f ( xn )
f ( b) − f ( a)
y − f ( a) = ( x − a) (1)
b−a In case at any stage f (xn) = f (xn-1) the method fails.
The point of intersection of the chord (1) with X-axis is
given by y = 0 in Eq. (1) NOTES
  1. This method does not converge always, but Regula–
f ( b) − f ( a) Falsi method always converges.
− f ( a) = ( x − a),   2. If it converges, it converges with order 1.62 approxi-
b−a
mately, which is more rapidly than the Regula–Falsi
af (b) − bf ( a) method.
⇒ x=
f ( b) − f ( a)
Example 7
af (b) − bf ( a)
\  The first approximation x1 = (2) Find a root for 2ex sin x = 3 using Regula–Falsi method and
f ( b) − f ( a)
correct to three decimal places with three iterations.
If f (x1) = 0, then x1 is the root. If f (x1) ≠ 0 and if f (x1)
and f (a) have opposite signs, the second approximation Solution
af ( x1 ) − x1 f ( a) Let f (x) = 2exsin x - 3
x2 = (3)
f ( x1 ) − f ( a) f (0) = -3 < 0, f (1) = 2e′sin 1 - 3
Proceeding in the same way, we get x3, x4 and so on. = 1.5747 > 0
Geometrically, the required root is shown in the figure
below. \  A root lies between 0 and 1.

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 Chapter 6  ■  Numerical Methods  |  2.125

Here a = 0 and b = 1 Geometrical Interpretation of

\  The first approximation Newton–Raphson Formula
af (b) − bf ( a) 0(1.5747) − 1( −3) y
x1 = = y = f(x)
f ( b) − f ( a) 1.5747 − ( −3)

3
= = 0.6557.
4.5747 f(x 0)

Now f (0.6557) = 2e0.6557sin (0.6557) - 3

= - 0.6507 < 0 and f (1) > 0
\  The root lies between 0.6557 and 1.
f(x1)
The second approximation x2
f(x 2)
(0.6557)(1.5747) − 1( − 0.6507)
= x2 x1 x0
x
1.5747 − ( − 0.6507) O

1.0325 + 0.6507 1.6832 The geometrical meaning of Newton–Raphson method is a

= = = 0.7563
2.2254 2.2254 tangent is drawn at the point [x0, f (x0)] to the curve y = f (x).
It cuts the x-axis at x1 which will be a better approximation
Now f (0.7563) = -0.0761 < 0 and f (1) > 0 of the root. Now drawing another tangent at [x1, f (x1)] which
\  The root lies between 0.7563 and 1 cuts the x-axis at x2 which is a still better approximation and
\  The third approximation to the root x3 the process can be continued till the desired accuracy has
been achieved.
(0.7653)(1.5747) − 1( − 0.0761)
= Convergence of Newton–Raphson Method
1.5747 − ( − 0.0761)
The order of convergence of Newton–Raphson method is 2
1.1909 + 0.0761 or the convergence is quadratic. It converges if |f (x). f ″(x)| <
= = 0.7675 |f ′(x) |2. Also this method fails if f ′(x) = 0
1.6508

\  The best approximation to the root upto three decimal

Newton’s Iterative Formula to Find bth Root
places is 0.768 of a Positive Real Number a
The iterative formula is given by xn+1

Newton–Raphson Method 1  a 
= (b − 1) xn + b −1 
Let x0 be the approximate root of f (x) = 0 and let x1 = x0 + h b  xn 
be the correct root. Then f (x1) = 0
⇒ f (x0 + h) = 0 (1) Newton’s Iterative Formula to Find a
Expanding Eq. (1) using Taylor’s theorem, Reciprocal of a Number N
We get f (x0) + hf ′ (x0) + … = 0 The iterative formula is given by
− f ( x0 ) xi+1 = xi (2 - xiN)
⇒ h= ,
f ′( x0 )
Example 8
f ( x0 )
\  x1 = x0 − Find a real root of the equation -4x + cos x + 2 = 0, by
f ′( x0 )
Newton–Raphson method upto four decimal places assum-
Now x1 is the better approximation than x0. Proceeding ing x0 = 0.5
this way, the successive approximations x2, x3,…, xn+1 are
f ( xn ) Solution
given by xn +1 = xn −
f ′( xn ) Let f (x) = -4x + cos x + 2 and
This is called Newton–Raphson formula. f ′(x) = -4 - sin x

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 2.126  |  Part II  ■  Engineering Mathematics

Also f (0) = 1 + 2 = 3 > 0 and Let x0 = 0.041. Then x1 = x0(2 - x0 (24))

f (1) = -4 + cos 1 + 2 = -1.4596 < 0 ⇒  x1 = (0.041) (2 - (24) (0.041))
So, a root lies between 0 and 1. = 0.04165
Given x0 = 0.5 x2 = (0.0416) {2 - (24) (0.04165)} = 0.04161, similarly
\  The first approximation proceeding we get x3 = 0.041666
f ( x0 ) \  The reciprocal of 24 is 0.04166.
x1 = x0 −
f ′( x0 )
Curve Fitting
[− 4(0.5) + cos( 0.5) + 2
= 0.5 − In engineering applications, many a times, we need to find
−4 − sin(0.5)
a suitable relation or law that may exist between the vari-
[−2 + 2 + cos(0.5) ables x and y from a given set of observed values (x1, y1),
= (0.5) −
− 4 − sin 0.5 (x2, y2), …, (xn, yn), The relation connecting x and y is called

as empirical law.
0.8775
= 0.5 − The process of finding the equation of the curve of best
− 4.4794 fit which may be most suitable for predicting the value of y

= 0.5 + 0.1958 = 0.6958. for a given value of x is known as curve fitting.

Example 9
Least Squares Approximation
Obtain the cube root of 14 using Newton–Raphson method,
with the initial approximation as 2.5. Least squares approximation method is one of the best
methods available for curve fitting.
Solution Let (x1, y1), (x2, y2), …, (xn, yn) be the pairs of observed
We know that, the iterative formula to find b
a is set of values of x and y. Let y = f (x) be the functional rela-
tionship sought between the variables x and y where f (x)
1  a  consists of some unknown parameters. We need to find the
xn +1 = (b − 1) xn + b −1 
b  xn  relationship y = f (x) by using the observed values.
Here b = 3 and a = 14 and let x0 = 2.5 Procedure
1  14  1. Find the residual di = yi - f (xi) (i = 1, 2, …, n) for
∴ x1 = 2 x0 + 2 
3  x0  every pair of observed value yi and f(xi), the value of
1 14  the functional relation f (x) at x = xi
x1 = 2( 2.5) + 
3 ( 2.5) 2  2. Find the sum of the squares of residuals corresponding
to all pairs of values of yi and f(xi) and let it be S
1 14  1
= 5 +  = {5 + 2.24} = 2.413 n
3  6.25  3 i.e., S = ∑ ( yi − f ( x )) 2 .

i =1
1 14 
x2 = 2( 2.413) +  3.
Find the values of the parameters in f(x) such that S is
3 ( 2.413) 2  minimum.
1 14 
= 4.826 + . Fitting a Straight Line  Let y = a + bx be a straight line to
3 5.822569  . be fitted to the data (x1 y1), (x2 y2), …, (xn yn).
1 \ Residual = di = yi - (a + bxi), i = 1, 2, …, n
= {4.826 + 2.4044} = 2.410
3 Sum of the squares of the residuals = S = ∑(yi - (a + bxi ))2
\  The approximate cube root of 14 is 2.41. Now we have to find the parameters a and b such that S is
minimum
Example 10
∂S
Find the reciprocal of 24 using Newton–Raphson method = ∑ 2[ yi − ( a + bxi )( −1)] and
∂a
with the initial approximation as 0.041.
∂S
= ∑ [2( yi − ( a + bxi ))( − xi )]
Solution ∂b
1 For S to be minimum,
The iterative formula to find is,
N
∂S ∂S
= 0 and =0
xn+1 = xn(2 - xnN) ∂a ∂a

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 Chapter 6  ■  Numerical Methods  |  2.127

⇒ ∑ [−2( yi − ( a + bxi ))] = 0 and The required values in the normal equations can be found
using the following table
∑ [2( yi − (a + bxi ))(− xi )] = 0 xi yi xi  yi xi2
⇒ ∑ yi = n a + b∑ xi (1) 1 4 4 1
2 11 22 4
and ∑ xi yi = a∑ xi + b∑ xi 2  (2)
3 35 105 9
Eqs. (1) and (2) are known as normal equations.
4 100 400 16
By solving these equations, we get the values of ‘a’ and b

Fitting a Parabola (Quadratic Equation) ∑ xi = 10; ∑ yi = 150; ∑ xi yi = 531; ∑ xi2 = 30

To fit a parabola of the type y = a + bx + cx2 to the set of data Substituting these values in Eqn. (1) and (2), we get
points (x1, y1), (x2, y2), …, (xn, yn), by proceeding as above, we 150 = 4a +10b and 531 = 10a + 30b
get the normal equations as ⇒ 4a +10b = 150
10a + 30b = 531
∑ yi = na + b∑ xi + c∑ xi2 (1)
Solving these linear equations, we get
∑ xi yi = a∑ xi + b∑ xi 2 + c∑ xi3  (2) a = -40.5 and b = 31.2
\ The straight line that fits to the given data is y = a + bx
∑ xi2 yi = a∑ xi2 + b∑ xi3 + c∑ xi4  (3)
⇒ y = -40.5 + 31.2x
By solving Eqs. (1), (2) and (3), we can get the values of The value of y at x = 5 is
the parameters a, b and c
y = -40.5 +31.2 × 5 ⇒ y = 115.5.
Fitting of various exponential curves that can be brought
into the form of a straight line: Exponential curves of the Example 12
type y = axb, y = abx and y = aebx can be fitted to the given Fit a quadratic equation y = a + bx + cx2 to the following
data by transforming it into the form of a straight line by data by the method of least squares.
applying logarithm as follows.
x -2 -1 0 1 2
y 1 5 10 22 38
Equation of Equation obtained Transformed ­equation
the curve to after applying into the form
be fitted loge(= ln) of a straight line Solution
y = axb
lny = lna + blnx Y = A + bX where Y = lny; We have to fit the curve y = a + bx + cx2 to the given data.
A = lna and X = lnx
Here the normal equations are
y = abx lny = lna + xlnb Y = A + Bx where Y = lny;
A = lna and B = lnb ∑ yi = na + b ∑ xi + c ∑ xi2 (1)
y = aebx lny = lna +bx Y = A + bx where Y = lny; ∑ xi yi = a∑ xi + b∑ xi2 + c∑ xi3(2)
A = lna
∑ xi2yi = a∑ xi2 + b∑ xi3 + c∑ xi4(3)
The values required in the normal equations can be obtained
Example 11
by the following table:
Using the method of least squares, fit a straight line y = a +
bx to the following data. xi yi xi yi xi2 x3i xi4 xi2 yi
-2 1 -2 4 -8 16 4
x 1 2 3 4
-1 5 -5 1 -1 1 5
y 4 11 35 100 0 10 0 0 0 0 0
1 22 22 1 1 1 22
Hence find the value of y at x = 5. 2 38 76 4 8 16 152

Solution ∑ xi = 0; ∑ yi = 76; ∑ xi yi = 91; ∑ xi2 = 10; ∑ xi3 = 0; ∑ xi4 = 34;
We have to fit the line y = a + bx to the given data. ∑ xi2 yi = 183
The normal equations are
Substituting these values in the normal equation we have
∑ yi = n a + b ∑ xi (1)
76 = 5a + b × 0 + c × 10
∑ xi yi = a ∑ xi + b ∑ xi2 (2) 91 = a × 0 + b × 10 + c × 0

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 2.128  |  Part II  ■  Engineering Mathematics

183 = a × 10 + b × 0 + c × 34 \ D2y0 = Dy1 - Dy0

⇒ 5a + 10c = 76 D2y1 = Dy2 - Dy1
10b = 91 D2yn-2 = Dyn-1 - Dyn-2
10a + 34c = 183 where D2y0 , D2y1,…, D2yn-2 are called the second order
forward differences.
Solving these equations for a, b and c we get
And in general, the nth order forward differences
a = 10.77, b = 9.1 and c = 2.21 are given by
Substituting these in y = a + bx + cx2, we get the required Dny = Dn[  f(x)] = Dn-1[  f(x + h)] - Dn-1[  f(x)]
parabola as \ Dny0 = Dn-1y1 - Dn-1y0
y = 10.77 + 9.1x + 2.21x2. Dny1 = Dn-1y2 - Dn-1y1
.
Interpolation .
The process of finding the most appropriate estimate for .
the unknown values of a function y = f (x) at some values
of x by using the given pairs of values (x, f(x)) is called These forward differences of various orders can be
interpolation. found and represented in a table called the forward
difference table as shown below
Assumptions in Interpolation x y = f(x) Dy D2y D3y D4y D5y
1.
The frequency distribution is normal and not marked x0 y0
by sudden ups and downs. Dy0
x1 = x0 + h y1 D2y0
2.
The changes in the series are uniform within a period. Dy1 D3y0
Before looking into interpolation, let us get x2 = x0 + 2h y2 D2y1 D4y0
Dy2 D y1
3
D5y0
familiarity with the finite differences which we use in
x3 = x0 + 3h y3 D2y2 D4y1
interpolation. Dy3 D3y2
x4 = x0 + 4h y4 D2y3
Finite Differences Dy4
x5 = x0 + 5h y5
1. Forward differences: Consider a function y = f(x).
Let we were given the following table representing 2. Backward differences: Consider a function y = f (x).
the values of y = f(x) corresponding to the values xi , Let we were given the following table representing
x2 , …, xn of x that are equally spaced (i.e., xi = x0 + ih; the values of y = f (x) corresponding to the values x1,
i = 1, 2, …, n). x2 , …, xn of x that are equally spaced (i.e; xi = x0 + ih,
x = xi x1 x2 x3 … xn
i = 1, 2, … n)
y = f(xi  ) y1 y2 y3 yn x = xi x1 x2 x3 … xn
yi = f(xi) y1 y2 y3 … yn
The forward difference of f(x) denoted by Dy = D[ f(x)]

The backward difference of f(x) denoted by ∇y (or)

can be defined as
∇[  f(x)] can be defined as
Dy = D[ f(x)] = f(x +h) - f(x) ∇y = ∇[  f(x)] = f(x) - f(x - h)
\ Dy0 = f(x0 + h) - f(x0) = y1 - y0 \ ∇y1= y1 - y0
Dy1 = y2 - y1 ∇y2 = y2 - y1
Dy2 = y3 - y2 ∇y3 = y3 - y2
. .
. .
. .
Dyn-1 = yn - yn-1 ∇yn = yn - yn-1
where D is called the forward difference operator and
where ∇ is called the backward difference operator and
D y0, D y1, …, D yn-1 are called the first order forward ∇y1, ∇y2, …, ∇yn are called the first order backward
differences of y = f(x) differences of y = f(x)
Similarly, D2y = D[  f(x + h)] - D[  f(x)]
Similarly, ∇2y = ∇2[  f(x)] = ∇[f(x) - ∇[  f(x - h)]
  

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 Chapter 6  ■  Numerical Methods  |  2.129

\ ∇2y2 = ∇y2 - ∇y1

.
∇ y3 = ∇y3 - ∇y2
2
.
.
.
. yn − yn −1
[ xn −1, xn ] =

. xn − xn −1
∇2yn = ∇yn - ∇yn-1
The second order divided differences are given by:
where ∇ y2, ∇ y3, …, ∇ yn are called the second order
2 2 2
| x1 , x2 | − | x0 , x1 |
backward differences. [ x0 , x1 , x2 ] =
x3 − x0
And in general, the nth order backward differences [ x2 , x3 ] − [ x1 , x2 ]
are given by [ x1 , x2 , x3 ] =
x3 − x1
∇ny = ∇n[  f(x)] = ∇n-1[  f(x)] - ∇n-1[  f(x - h)]

Similarly, the third order divided differences are given
\ ∇nyn = ∇n-1yn - ∇n-1yn-1
by

These backward differences of various orders can be | x1 , x2 , x3 | − | x0 , x1 , x2 |
found and represented in a table called the backward [ x0 , x2 , x3 , x4 ] =

x3 − x0
difference table as shown below
| x2 , x3, x4 | − | x1, x2 , x3 |
x y = f(x) ∇y ∇2y ∇3y ∇4y ∇5y [ x1 , x2 , x3 , x4 ] =

x4 − x1
x0 y0
∇y1 Note that [x0, x1] = [x1, x0]

x1 = x0 + h y1 ∇2y2
∇y2 ∇3y3 And [x0, x1, x2] = [x1, x2, x0] = [x2, x0, x1]

x2 = x0 + 2h y2 ∇2y3
∇y3 ∇3y4 ∇4y4
x3 = x0 + 3h y3 ∇2y4
∇y4 ∇3y5 ∇4y5 ∇5y5
Interpolation Formulae
x4 = x0 + 4h y4 ∇2y5
∇y5
1. Newton’s forward interpolation formula: If the
x5 = x0 + 5h Y5 function y = f (x) takes the values y0, y1, y2, …, yn
respectively at the equally spaced points x0, x1, x2,
…, xn (i.e., xi+1 = x0 + ih (OR) xi+1 = xi + h, then the
Relation between forward and backward differences: Newton’s forward interpolation formula is given by:
First order: ∇[  f(x + h)] = D[  f(x)] p( p − 1) 2 p( p − 1)( p − 2)
Second order: ∇2[  f (x + 2h)] = D2 [  f (x)] y p = y0 + p∆y0 + ∆ y0 +
2! 3!
Third order: ∇3 [  f(x + 3h)] = D3 [  f (x)]
p( p − 1)( p − 2) ( p − ( n − 1)) n
In general, the nth order forward and backward differ- ∆3 y0 +  + ∆ y0
n!
ences are connected by the relation.
∇n[f (x+ nh)] = Dn [f (x)] x − x0
where p =
(OR) x = x0 + ph.
3. Divided differences: Consider a function y = f(x). h
Let we were given a table of values of y = f (x) at x1, 2. Newton’s backward interpolation formula: If the
x2, x3,…, xn, (need not be equally spaced) as shown function y = f(x) takes the values y0, y1, y2, …,  yn
below. respectively at the equally spaced points x0, x1, x2,
x = xi x1 x2 x3 … xn …., xn (i.e., xi+1 = x0 + ih (OR) xi+1 = xi + h), then the
Newton’s backward interpolation formula is given by
yi = f( xi ) y1 y2 y3 … yn

Then the first order divided differences are given by:

p( p + 1) 2 p( p + 1)( p + 2)
Yp= ∇yn + p∇yn + ∇ yn +
2! 3!
y1 − y0
[ x0 x x ] =
p( p + 1)( p + 2) …( p + ( n − 1)) n
x1 − x0 ∇ 3 yn +  + ∇ yn
n!
y2 − y1
[ x1 x2 ] =
x − xn
x2 − x1 where p =
(OR ) x = xn + ph.
h

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 2.130  |  Part II  ■  Engineering Mathematics

NOTES and D4 y0 = D3 y1 - D3 y0
= (y4 - 3y3 + 3y2 - y1) - (y3 - 3y2 + 3y1 - y0)
  1. Newton’s forward interpolation formula is
used to interpolate (estimate) the values y = \ D4 y0 = y4 - 4y3 + 6y2 - 4y1 + y0
f(x) near the beginning of the set of tabulated From the above discussion, one can observe that the coef-
values given or for estimating the value of y = ficients of yi s are nothing but the binomial coefficients with
f(x) to the left of the beginning. positive and negative signs alternatively.
  2. Newton’s backward interpolation formula is \ Dn y0 = yn - nC1 yn-1 + nC2 yn-2 + … + (-1)ny0 .
used to interpolate (estimate) the values y =
f(x) near the end of the set of tabulated values Example 14
or for estimating the values of y = f(x) to the A function y = f (x) is given by the following table
right of the last tabulated value yn.
x 5 10 15 20 25
When the values x0, x1, x2, …, xn of x are not equally y = f(x) 31 42 51 62 76
spaced, then we can’t make use of Newton’s forward
as well as backward interpolation formulae. In such Using Newton’s forward interpolation formula, find the
situations, the following two interpolation formulae value of y at x = 7.
will be helpful.
Solution
3. Newton’s divided difference formula: If the function
First let us form the forward difference table:
y = f(x) takes the values y0, y1, y2, …, yn corresponding
to the values x0, x1, x2, …, xn (need not be equally x y = f(x) Dy D2y D3y D4y
spaced) of x, then the Newton’s divided difference 5 31
interpolation polynomial is given by 11
10 42 -2
y (x) = f (x) = y0 + (x - x0) [x0, x1] + (x - x0) (x - x1) 9 4
[x0, x1, x2] +…+ (x - x0)(x - x1)…(x - xn-1) [x0, x1, … 15 51 2 -3
11 -1
xn]
20 62 3
4. Lagrange’s interpolation formula: If the function y 14
= f (x) takes the values y0, y1, …, yn respectively at the 25 76
points x0, x1, x2, …, xn (need not be equally spaced)
of x, then the Lagrange’s interpolation polynomial is By Newton’s forward difference formula,
given by y (x) = f(x) = p( p −1) 2 p( p − 1)( p − 2) 3
yp = y0 + pD y0 + D y0 + D y0 +
( x − x1 )( x − x2 ) ( x − xn ) 2! 3!
y0 p( p − 1)( p − 2)( p − 3) 4
( x0 − x1 )( x0 − x2 ) ( x0 − xn ) ∆ y0 +  (1)
4!
( x − x0 )( x − x2 ) ( x − xn )
+
y1 Here x0 = 5; h = 5 and x = 7
( x1 − x0 )( x1 − x2 ) ( x1 − xn )
x − x0 7 − 5
( x − x0 )( x − x1 ) ( x − xn −1 ) ∴p= = = 0.4
+ +
yn . h 5
( xn − x0 )( xn − x1 ) ( xn − xn −1 )
Substituting these in Eq. (1), we have
y(7) = 31 + (0.4) × 11 +
Example 13
(0.4)(0.4 − 1) (0.4)(0.4 − 1)(0.4 − 2)
If D denotes the forward difference operator, then show that × ( −2) +
2! 3!
D4 y0 = y4 - 4y3 + 6y2 - 4y1 + y0
(0.4)(0.4 − 1)(0.4 − 2)(0.4 − 3)
Hence find the general expression for Dny0 in terms of y0, y1, ×4+ × ( −3)
4!
…, yn that does not involve the difference operators.
= 31 + 4.4 + 0.24 + 0.256 + 0.1248 = 36.0208
Solution \ The value of y at x = 7 is 36.0208.
We know that Dy0 = y1 - y0 Example 15
D2 y0 = Dy1 - D y0 Following table shows the values of a function y = f(x) at 0,
= (y2 - y1) - (y1 - y0) 2, 5 and 9
= y2 - 2y1 + y0 x 0 2 5 9
D y0 = D y1 - D y0
3 2 2 y = f(x) 6 15 27 40

 = (y3 - 2y2 + y1) - (y2 - 2y1 + y0) = y3 - 3y2 + 3y1 - y0 Using the Lagrange’s interpolation formula, find y(6).

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 Chapter 6  ■  Numerical Methods  |  2.131

Solution dy 1  ( 2 p − 1) 2
∴ = ∆y0 + ∆ y0
Given values of y = f (x) are dx h  2!
x 0 2 5 9 (3 p 2 − 6 p + 2) 3 
+ ∆ y0 + 
Y = f(x) 6 15 27 40 3! 
By Lagrange’s interpolation formula, we have  dy 
∴   at x = x0

( x − x1 )( x − x2 )( x − x3 )  dx 
f ( x) = y0
( x0 − x1 )( x0 − x2 )( x0 − x3 ) 1 1 1 1 1 
=  ∆y0 − ∆ 2 y0 + ∆3 y0 − ∆ 4 y0 + ∆50 …

( x − x0 ( x − x2 )( x − c3 ) h 2 3 4 5 
+ y1
( x1 − x0 )( x1 − x2 )( x1 − x3 ) ( At i = x0;  p = 0)
∴

( x − x0 )( x − x1 )( x − x3 ) d2 y d  dy  d  dy  dp 1
+ y2
And = = =
( x2 − x0 )( x2 − x1 )( x2 − x3 ) dx 2 dx  dx  dp  dx  dx h
( x − x0 )( x − x1 )( x − x2 )
+ y3  2 6p−6 3 12 p 2 − 36 p + 22 4 1
( x3 − x0 )( x3 − x1 )( x3 − x2 )  ∆ y0 + ∆ y0 + ∆ y0 
 3! 4! h

( x − 2)( x − 5)( x − 9) ( x − 0)( x − 5)( x − 9)
∴ f ( x) = ×6 + ×  d2 y  1  2 6p−6 3 12 p 2 − 36 p + 22
(0 − 2)(0 − 5)(0 − 9) ( 2 − 0))( 2 − 5)( 2 − 9)  2  = 2  ∆ y0 + ∆ y0 +
 dx  h  3! 1!
( x − 0)( x − 2)( x − 9) ( x − 0)( x − 2)( x − 5)
15 + × 27 + × 40 
(5 − 0)(5 − 2)(5 − 9) (9 − 0)(9 − 2)(9 − 5) ∆ 4 y0 

(6 − 2)(6 − 5)(6 − 9)
Now, y(6) = f(6) =  d2 y 
( −2) × ( −5) × ( −9)
 2
 dx at x = x0
(6 − 0)(6 − 5)(6 − 9) (6 − 0)(6 − 2)(6 − 9)
×6+ × 15 + × 1  2 11 4 5 5 
2 x( −3) × ( −6) −5 x − 3 x( −4) =  ∆ y0 − ∆ y0 + 12 ∆ y0 − 6 ∆ y0 + 
3
h2  
(6 − 0)(6 − 2)(6 − 5) 4 45 162 80
2+ × 40 = − + + = 30.5807. \ By using Newton’s forward interpolation formula,
9× 7× 4 5 7 5 21 the first and second derivatives of y = f (x) at x = x0 are
 dy 
given by  
Numerical Differentiation  dx  x = x0
In numerical differentiation, we find the derivatives by using 1 1 1 1 1 
the interpolation formulae. =  ∆y0 − ∆ 2 y0 + ∆3 y0 − ∆ 4 y0 + ∆5 y0 …

h 2 3 4 5 
1. Derivatives using newton’s forward difference
interpolation formula: We know that the Newton’s and
forward difference interpolation formula is
p( p −1) 2 p( p − 1)( p − 2)  d2 y  1  2 11 4 5 5 
y = y0 + pD y0 + D y0 +  2 = 2  ∆ y0 − ∆ y0 + 12 ∆ y0 − 6 ∆ y0 + …
3

2! 3!  dx  x = x0 h  
D 3y0 +…

Differentiating both sides wrt p, 2. Derivatives using newton’s backward difference
interpolation formula: We know that the Newton’s
dy 2 p −1 2 3 p2 − 6 p + 2 3 backward difference interpolation formula is y = yn +
= ∆y0 + ∆ y0 + ∆ y0 + 
dp 2! 3! p( p +1) 2 p( p + 1)( p + 2)
p∇ yn + ∇ yn + + ∇3yn …
x − x0 dp 1 2! 3!
As p = = =
h dx h Differentiating on both sides wrt p,
dy dy dp ( 2 p − 1) 2 dy 2 p +1 2 3 p2 + 6 p + 2 3

Now = = [∆y0 + ∆ y0 = ∇yn + ∇ yn + ∇ yn + 
dx dp dx 2! dx 2 3!
3 p2 − 6 p + 2 1 x − xn dp 1
+ ∆y0 + ] As p = =
3! h h dx h

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 2.132  |  Part II  ■  Engineering Mathematics

dy dy dp Solution
∴ =

dx dp dx As we have to find the first two derivatives of y = f (x) at x
= 7, (end point of the given data), we use the derivatives’
 2 p +1 2 3 p2 + 6 p + 2 3 1 formulae obtained from Newton’s backward interpolation
= ∇yn + ∇ yn + ∇ yn +  formula.
 2 ! 3 ! h
The backward difference table for the given data is
dy 1  2 p +1 2 3 p2 + 6 p + 2
∴ =  ∇yn + ∇ yn + X y = f(x) Dy D2y D3y D4y D5y
dx h  2! 3!
2 4
 4
3 ∇ yn +  3 8 3
 7 -2
4 15 5 6
 dy 

 dx  12 -8 2
  x = xn 5 27 -3 8
9 0
1 1 1 1 1  6 36 -3
= ∇yn + ∇ 2 yn + ∇3 yn + ∇ 4 yn + ∇5 yn + ... 6
h 2 3 4 5 
7 42
(  At x = xn; p = 0)
∴

d 2 y d  dy  d  dy  dp By Newton’s backward interpolation formula, we have

And =  =  
dx 2 dx  dx  dp  dx  dx  dy 
 dx 
  x = xn =7
1 2 6p+6 3 12 p 2 + 36 p + 22
=  ∇ y n + ∇ y n +
h 3! 4! 1 1 1 1 
= ∇yn + ∇ 2 yn + ∇ 3 yn + ∇ 4 yn + ∇ 5 yn 
1 h  2 3 5 
∇ 4 yn + 
h 1 1 1 1 1  69
= 6 + × ( −3) + × 0 + × 8 + × 2  = = 6.9
1 d2 y 1 2 3 4 5  10
∴ 2 = 2

dx h  d2 y 
And  2 
 2 6p+6 3 12 p + 36 p + 22 4
2   dx  x = xn =7
 ∇ yn + ∇ yn + ∇ yn + 
 3! 4! 
1  2 11 5 5 
 d2 y  = ∇ yn + ∇ yn + 12 + ∇ yn + 6 ∇ yn 
3 4
1  2 11 4 5 5  h2  
∴ 2 
= 2 ∇ yn + ∇ yn + 12 ∇ yn + 6 ∇ yn 
3
 dx  x = x h  
n
1  11 5 
\ By using Newton’s backward difference =  −3 + 0 + 12 × 8 + 6 × 2  = 6.
12  
interpolation formula, the first and second derivatives
 dy 
of y = f (x) at x = xn are given by   Example 17
 dx  x = xn
Find the first derivative at x = 6 for a function y = f (x) with
1 1 1 1 1  the following data.
= ∇yn + ∇ 2 yn + ∇3 yn + ∇ 4 yn + ∇5 yn + 

h 2 3 4 5  x 5 7 10 11 13
 d2 y  y = f(x) 100 294 900 1210 2028
and  2 
 dx  x = xn
Solution
1  2 11 4 5 5 
= 2
∇ yn + ∇ yn + 12 ∇ yn + 6 ∇ yn + 
3 As the given values of x are not equally spaced, to find the
h   first derivative of f(x), we will make use of the Newton’s
divided difference interpolation formula, which is given by
Example 16 y = f(x) = f(x0) + (x - x0) [x0, x1] + (x - x0)(x - x1) [x0, x1, x2] +
Using the values of a function y = f (x) given in the following (x - x0)(x - x1)(x - x2) [x0, x1, x2 x3] + (x - x0)(x - x1)(x - x2)
table, find the first two derivatives of f (x) at x = 7.
(x - x3)][x0, x1, x2, x3, x4] +…(1)
x 2 3 4 5 6 7
The divided differences of various orders for the given data
y = f(x) 4 8 15 27 36 42
can be represented as shown below.

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 Chapter 6  ■  Numerical Methods  |  2.133

x y = f(x) First divided differences Second divided differences Third divided differences Fourth divided differences
5 100
294 − 100
= 97 202 − 97
7−5 = 21
7 294 10 − 5 27 − 21
900 − 294 =1
= 202 11 − 5
10 − 7 310 − 202 1−1
10 900 = 27 =0
11 − 7 33 − 27 13 − 5
1210 − 900 =1
= 310
11 1,210 11 − 10 13 − 7
409 − 310
= 33
2028 − 1210 13 − 10
= 409
13 2,028 13 − 11

Substituting these in Eq. (1), we get n

y = f(x) = 100 + (x - 5) × 97 + (x - 5)(x - 7) 21 + (x - 5) (x I = h ∫ f ( x0 + mh)dm

0
- 7)(x - 10) × 1 + (x - 5)(x - 7)(x - 10)(x - 11) × 0
Applying Newton’s forward interpolation formula
\ f (x) = 100 + 97(x - 5) + 21(x2 - 12x + 35) + (x3 - 22x2
n
+ 155x - 350) m( m − 1) 2
I = h ∫ ( y0 + m∆y0 + ∆ y0 + )dm
dy 0
2!
∴ = 97 + 21(2x - 12) + (3x2 - 44x + 155)
dx
Integrating term by term and applying the limits, we get
 dy 
∴  = 97 + 21(2 × 6 - 12) + (3 × 62 - 44 × 6 +155) x0 + nh
f ( x )dx = nh  y0 + n ∆y0 + n( 2n − 3) ∆ 2 y0 + n( n − 2) ∆3 y0 + 
2
 dx  x =6 ∫ 2 12 24
= 97 + 0 + (-1) = 96. x0  
 n n( 2n − 3) 2 n( n − 2) 2 3 
 y0 + ∆y0 + ∆ y0 + ∆ y0 +  (Newton–Cotes quadrature
 2 12 24  formula)
Numerical Integration 
The numerical integration can be stated as follows: y
Given a set of (n + 1) data points (xi, yi), i = 0, 1, 2, 3, …, n y = f(x)
of the function y = f (x), where f (x) is not known explicitly,
xn
it is required to find ∫ f ( x )dx .
x
x0
x0 x0 + h x0 + 2h x0 + nh
NOTE On substituting n = 1, 2, 3, … in Newton-Cote’s quadrature
Numerical integration is also known as Numerical formula, we get various quadrature formulae.
quadrature.
Trapezoidal Rule [Two-point Quadrature]
Substituting n = 1 in the Newton–Cotes formula and taking
Newton–Cote’s Quadrature Formula the curve y = f (x) through (x0, y0) and (x1, y1) as a straight
line so that differences of order higher than one becomes
[General Quadrature formula]
b zero, we get
Consider the integral I = ∫ f ( x )dx xn x0 + h
 1 
a
Let the interval [a, b] be divided into ‘n’ equal subintervals
∫ f ( x )dx = ∫ f ( x )dx = h  y0 + ∆y0 
 2 
x0 x0
of width h so that a = x0, x1 = x0 + h, x2 = x0 + 2h…b = x0 + nh
 1  h
= h  y0 + ( y1 − y0 )  = [ y0 + y1 ]
x0 + nh  2  2
∴I= ∫ f ( x )dx Similarly,
x0
x2 x0 + 2h
 1  h
Put x = x0 + mh ⇒ dx = h ⋅ dm as x → x0, m → 0 and x → x0 ∫ f ( x )dx = ∫ f ( x )dx = h  y1 + ∆y1  = [ y1 + y2 ]
 2  2
+ nh, m → n x1 x0 + h

Chapter 06.indd 133 5/31/2017 10:59:48 AM

 2.134  |  Part II  ■  Engineering Mathematics

x3 x0 + 3h Therefore adding all these we get when ‘n’ is even,

h
∫ f ( x )dx = ∫ f ( x )dx = ( y2 + y3 )
2
x0 + nh
h ( y0 + yn ) + 4( y1 + y3 +  + yn −1 ) 
x2 x0 + 2 h
∫ f ( x )dx = 
3  + 2( y2 + y4 +  + yn − 2 )


( x0 + nh ) x0
h
Proceeding,    ∫ f ( x )dx =
2
( yn −1 + yn ) h
 =  [(sum of the first and last ordinates
x0 + ( n −1) h 3 
xn + 4 (sum of the odd ordinates) + 2
h
Hence, ∫ f ( x)dx = 2 ( y0 + yn ) + 2( y1 + y2 +  + yn−1)  (sum of the even ordinates)]
x0
1
xn
This is known as Simpson’s rule.
h (sum of the first and last ordinates)  3
Thus, ∫ f ( x)dx = 2 + 2 (sum of remainning ordinates) 

x0 Simpson’s Three-eighth Rule
The above rule is known as Trapezoidal rule. Substituting n = 3 in the Newton Cotes quadrature formula
and taking curve through (x0, y0), (x1, y1), (x2, y2) and (x3, y3)
Geometrical Interpretation of Trapezoidal Rule so that the differences of order higher than three becomes
y
zero, we get
(x2, y2)
(xn, yn) x3
(x1, y1) ⎡ 3 3 1 ⎤
(x0, y0) (xn−1, yn−1) ∫ f ( x )dx = 3h ⎢ y0 + Δy0 + Δ 2 y0 + Δ 3 y0 ⎥
⎣ 2 2 8 ⎦
x0

y0 y1 y2 3h
yn−1 yn = ( y0 + 3 y1 + 3 y2 + y3 )
8
Similarly,
x
O x0 x1 x2 xn−1 xn
x6
3h
Geometrically, the curve y = f (x) is replaced by n straight ∫ f ( x )dx =
8
( y3 + 3 y4 + 3 y5 + y6 ) and so on.
line segments joining the points (x0, y0) and (x1, y1); (x1, y1) x3
and (x2, y2); …, (xn-1, yn-1) and (xn, yn). The area bounded by
the curve y = f (x) is then approximately equal to the sum of Adding all these integrals from x0 to xn where ‘n’ is a
the areas of n trapeziums as shown in the figure. multiple of 3, we get
xn
3h
∫ f ( x )dx = [(y0 + yn) + 3(y1 + y2 + y4 + y5 + …+ yn-2)
Simpson’s One-third Rule x0
8
[Three-point Quadrature] + 2(y + y + y + … + y )]
3 6 9 n-3
Substituting n = 2 in the Newton–Cotes quadrature formula
taking the curve through (x0, y0), (x1, y1) and (x2, y2) as a 3
The above rule is called Simpson’s rule which is
parabola, so that the differences of order higher than 2 8
becomes zero, we get ­applicable only when ‘n’ is a multiple of 3.
x0 + 2 h
 1  Example 18
∫ f ( x )dx = 2h  y0 + ∆y0 + ∆ 2 y0 
 6  2
x0
Evaluate: ∫ 1 + x 2 dx taking h = 0.2 using
h 0
= ( y0 + 4 y1 + y2 )
3 (i) Trapezoidal rule and
Similarly, 1
(ii) Simpson’s rd rule
x0 + 4 h
h 3 
∫ f ( x )dx =
3
( y2 + 4 y3 + y4 )
Solution
x0 + 2 h
Here, a = 0, b = 2, h = 0.2
x0 + nh
h
∫ f ( x )dx =
3
( yn − 2 + 4 yn −1 + yn )
So, n =
b−a 2−0
= = 10
x0 + ( n − 2 ) h h 0.2

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 Chapter 6  ■  Numerical Methods  |  2.135

The values of x and y are tabulated as follows:

x 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

1 1.0198 1.077 1.1661 1.2806 1.414 1.562 1.7204 1.8867 2.059 2.236
y = 1 + x2 y0 y1 y2 y3 y4 y5 y6 y7 y8 y9 y10

(i)
By Trapezoidal rule, By Simpon’s three-eighth rule,
π /2
2 3h
∫ 1+
x 2 dx
h
= [( y0 + y10 ) + 2( y1 + y2 +  + y9 ) ] ∫ e cos x dx =
8
[(y0 + y3) + 3(y1 + y2)]
0
2 0
3 π
= × [(2.718 + 1) + 3(2.3774 + 1.6487)]
0.2 8 6
=   [(1 + 2.236) + 2(1.0198 + 1.077 + 1.1661 +
2 π
= [(3.718) + (12.0783)] = 3.10159.
⋅

1.2806 + 1.414 + 1.562 + 1.7204 + 1.8867 + 2.059)] 16

= 0.1 [(3.236) + 2(13.1856)]

Numerical Solutions of
= 0.1 [29.6072] = 2.96072.
Ordinary Differential Equations
1 The following methods are discussed on the numerical solu-
(ii) By Simpson’s rule,
3 tions of ordinary differential equations.

2 Single-step Methods
∫ + x 2 dx
1 1.
Taylor’s series method
0
2.
Picard’s method of successive approximation
h ( y0 + y10 ) + 4( y1 + y3 + y5 + y7 + y9 )  Multi-step Methods
= 

3 + 2( y2 + y4 + y6 + y8 )  1.
Euler’s method
0.2 2.
Modified euler’s method
=
[(1 + 2.236) + 4(1.0198 + 1.1661 + 1.414
3 3.
Runge–Kutta method
+  1.7204 + 2.059) + 2(1.077 + 1.2806 + 1.562 + 4.
Predictor–Corrector methods
[Milne’s and Adam’s]
1.8867)]

0.2 Taylor’s Series Method

= [(3.236) + 29.5172 + 11.6126] Consider the differential equation
3
dy
= 2.95772. = f (x, y) with initial condition y(x0) = y0  (1)
dx
Let y = f (x) be the solution of Eq. (1)
Example 19
Writing the Taylor’s series expansion of f (x) at x0
π /2
( x − x0 ) 2
Evaluate ∫ e cos x dx ⋅ by Simpson’s three-eighth rule. f ( x ) = f ( x0 ) + ( x − x0 ) f ′( x0 ) + f ′′( x0 ) + 
0 2!
( x − x0 ) 2
Solution ⇒ y = y0 + ( x − x0 ) y0′ + y0′′ + 
2!
π
Taking h = , the range can be divided into three equal, sub
⋅

Put x = x1, we get

6
intervals with the division points. The values of x and y are ( x1 − x0 ) 2
y1 = y0 + ( x1 − x0 ) y0′ + y0′′ + 
tabulated as below. 2!
π π π If we take h = x1 − x0
x 0
6 3 2
h2
y = e cos x 2.718( y0) 2.3774( y1) 1.6487( y2) 1( y3) ⇒ y1 = y0 + hy0′ + y0′′ + 
2!

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 2.136  |  Part II  ■  Engineering Mathematics

∴ In general, Solution
h2 f (x, y) = 1 + xy
y n+1 = yn + hyn′ +  y ″ +… will be the iterative formula. x0 = 0, y0 = 1
2! n
x
Example 22 The first approximation y1 = y0 + ∫ f ( x, y0 )dx
dy x0
Given = x - y2 with the initial condition y(0) = 1 x x
dx = 1 + ∫ 1 + xdx
1+ ∫ 1 + xy0 dx
Find y (0.1) using Taylor series method with step size 0.1. x0 0

x2
Solution y1 = 1 + x +
2
f (x, y) = x - y2 (0.1) 2
x = 0.1, x0 = 0, y0 = 1, h = 0.1 At x = 0.1, y1 = 1 + (0.1) + = 1.105
2
y′ = x - y2 ⇒ y′(0) = x0 - y02 = - 1; The second approximation y2,
y″ = 1 - 2yy′ ⇒ y″(0) = 1 - 2y0y0′ x

= 1 - 2 (1) (-1) = 3 = y0 + ∫ f ( x, y1 )dx

x0
y″′ = -2yy″ - 2(y′)2 x

⇒ y″′ (0) = -2 (1) (3) - 2 (-1) 2 ⇒ y2 = 1 + ∫ 1 + xy1dx

0
= -6 - 2 = -8 x
⎡ ⎛ x2 ⎞ ⎤
By Taylor’s formula, ⇒ y2 = 1 + ∫ ⎢1 + x ⎜⎝1 + x + ⎥ dx
2 ⎟⎠ ⎦
0 ⎣
h2 h3
y′″ (0) + …
x
y (0.1) = y1 = y0 + hy′ (0) + y″ (0) + ⎛ x3 ⎞
2! 3! =1+ ∫ ⎜⎝1 + x + x 2 + 2 ⎟⎠
dx
0
(0.1) 2 (0.1)3
⇒ y1 = 1 + (0.1) (-1) + (3) + ( −8) + …
2! 3! x 2 x3 x 4
=1+ x+ + +
= 1 - 0.1 + 0.015 - 0.0013 + … 2 3 8
y1 = 0.9137. (0.1) 2 (0.1)3 (0.1) 4
At x = 0.1, y2 = 1 + (0.1) + + +
2 3 8
Picard’s Method of Successive y(0.1) = 1.10534
x
Approximation The third approximation y3 = y0 + ∫ f ( x, y2 )dx ⋅

dy x0
Given the differential equation = f (x, y)(1) x
dx
⇒ y3 = 1 + ∫ (1 + xy2 )dx.
Integrate Eq. (1) from x0 to x, we get
0
x x
x
⎛ ⎡ x 2 x 3 x 4 ⎤⎞
∫ dy = ∫ f ( x, y)dx 1+ ∫ ⎜⎝1 + x ⎢⎣1 + x + + + ⎥⎟ dx
x0 x0
0
2 3 8 ⎦⎠
x
x
⎛ x3 x 4 x5 ⎞
⇒ y( x ) − y( x0 ) = ∫ f ( x, y)dx 1+ ∫ ⎜⎝1 + x + x 2 + + + ⎟ dx
x0
0
2 3 8⎠
x
x2 x3 x 4 x5 x6
⇒ y( x ) = y( x0 ) + ∫ f ( x, y)dx (2) =1+x+ + + + +
x0 2 3 8 15 48
Put y = y0, we get the first approximation, At x = 0.1,
x
(0.1) 2 (0.1)3 (0.1) 4 (0.1)5 (0.1)6
y3 = 1 + (0.1) +
∫
yn = y0 + f ( x, yn −1 )dx.
2
+
3
+
8
+
15
+
48
x0
(0.1) 2 (0.1)3 (0.1) 4 (0.1)5 (0.1)6
Example 23 + +     + +
2 3 8 15 48
dy = 1 + 0.1 + 0.005 + 0.0003 + 0.0000125 +
Given = 1 + xy and y (0) = 1. Evaluate y (0.1) by Picard’s
dx 0.0000006 + 0.00000002
method upto three approximations. y3 = 1.105313

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 Chapter 6  ■  Numerical Methods  |  2.137

Multi-step Methods Example 25

Find y for x = 0.1 using modified Euler’s method for the dif-
Euler’s Method dy
dy ferential equation = log(x + y) with y(0) = 1.
For the differential equation = f (x, y) with initial condi- dx
dx
tion y(x0) = y0, the Euler’s iteration formula is Solution
yn = yn-1 + h f (xn-1, yn-1), n = 1, 2, 3,… Given f (x, y) = log(x + y)
NOTE x0 = 0, y0 = 1, h = 0.1
The process is very slow and to obtain accuracy, h must To find y1, x1 = 0.1
be very small, i.e., we have to divide [x0, xn] into a more
number of subintervals of length ‘h’. y1(0) = y0 + h f (x0, y0)
= 1 + (0.1) log(0 + 1) = 1
Example 24
h
dy y − x y1(1) = y0 + [f (x0, y0) + f (x1, y1(0))]
Solve = , y (0) = 1, find y(0.5) by Euler’s method 2
dx y + x
choosing h = 0.25. h
= y0 + [log (x0 + y0) + log (x1 + y1(0))]
2
Solution
y−x 0.1
f (x, y) = =1+ [log (0 + 1) + log(0.1 + 1)]
y+x 2
x0 = 0, y0 = 1, h = 0.25 0.1
=1+ [log 1 + log 1.1] = 1.0047
Euler’s iteration formula, 2
yn = yn-1 + h f (xn-1, yn-1) h
y1(2) = y0 + [  f (x0, y0) + f (x1, y1(1))]
Put n = 1, 2
x1 = 0.25 ⇒ y1 = y(0.25) = y0 + h f (x0, y0)
h
= y0 + [log(0 + 1) + log(x1 + y1(1))]
= 1 + (0.25) ⎛ y0 − x0 ⎞ 2
⎜⎝ y + x ⎟⎠
0 0
0.1
1− 0 =1+ [log(0 + 1) + log(0.1 + 1.0047)]
= 1 + (0.25) = 1.25 2
1+ 0 = 1.0049
Put n = 2
x2 = 0.5 ⇒ y2 = y(0.5) = y1 + h f (x1, y1) h
y1(3) = y0 + [  f(x0, y0) + f(x1, y1(2))]
⎡y −x ⎤ 2
= (1.25) + (0.25) ⎢ 1 1 ⎥ 0.1
⎣ y1 + x1 ⎦ =1+ [log(0 + 1) + log(0.1 + 1.0049)]
2
⎡1.25 − 0.25 ⎤
= 1.25 + (0.25) ⎢ ⎥ = 1.0049
⎣1.25 + 0.25 ⎦
∴  y1 = 1.0049.
= 1.25 + 0.166666 = 1.4166
∴ y(0.5) = 1.4166

Modified Euler’s Method

Runge–Kutta Methods
dy First Order Runge–Kutta Method
For the differential equation = f (x, y) with initial condi-
dx y1 = y0 + hy01 [same as Euler’s method]
tion y(x0) = y0, the Modified Euler’s iteration formula is
h
yr(n) = yr-1 + [  f (xr -1, yr -1) + f (xr, yrn-1)] Second Order Runge–Kutta Method
2 1
The formula is y1 = y0 + (k + k )
NOTE 2  1 2
To find yn, we proceed to find the approximations yn(0), where k1 = h f (x0, y0) and k2 = h f (x0 + h, y0 + k1)
yn(1), yn(2) … until the two successive approximations are
approximately equal. Third Order Runge-Kutta Method
yn(0) is found by Euler’s method, i.e., yn( 0 ) = yn −1 + hf ( xn −1 , 1
The formula is y1 = y0 + (k + 4k2 + k3)
yn-1) 6 1
where k1 = h f (x0, y0)

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 2.138  |  Part II  ■  Engineering Mathematics

⎛ 1 1 ⎞ = (0.05) f (1 + 0.025, 1.2 + 0.066)

k2 = h f ⎜ x0 + h, y0 + k1 ⎟ and
⎝ 2 2 ⎠ = (0.05) f (1.025, 1.266)
k3 = h f (x0 + h, y0 + k′) where k′ = h f(x0 + h, y0 + k1). = (0.05) [(1.025)2 + (1.266)2] = 0.1326 and k4 = h
f (x0 + h, y0 + k3)

Fourth Order Runge–Kutta Method = (0.05) f (1 + 0.05, 1.2 + 0.1326)

1 = (0.05) f (1.05, 1.3326)

The formula is y1 = y0 + (k + 2k2 + 2k3 + k4)
6 1 = (0.05) [(1.05)2 + (1.3326)2] = 0.1439
where k1 = h f (x0, y0) 1
∴ y1 = y(1.05) = y0 + (k + 2k2 + 2k3 + k4)
6 1
⎛ 1 1 ⎞
k2 = h f ⎜ x0 + h, y0 + k1 ⎟ 1
⎝ 2 2 ⎠ = 1 .2 + [0.122 + 2(0.1320) + 2(0.1326)
6
+ 0.1439]
⎛ 1 1 ⎞
k3 = h f ⎜ x0 + h, y0 + k2 ⎟
⎝ 2 2 ⎠ 1
= 1.2 + [0.7951] = 1.3325
and k4 = h f (x0 + h, y0 + k3) 6

Example 26 Predictor–Corrector Methods

dy
Given = x2 + y2, y (1) = 1.2. Find y(1.05) applying fourth Milne’s Predictor Formula
dx
order Runge–Kutta method, with h = 0.05. 4h
ynp+1 = yn-3 + (2yn-2 - yn-1 + 2yn)
3
Solution
f (x, y) = x2 + y2, x0 = 1, y0 = 1.2, h = 0.05 Milne’s Corrector Formula
∴k1 = h f (x0, y0) = (0.05) [x0 + y0 ]
2 2
h
ync+1 = yn-1 + [y + 4yn + yn+1p]
= (0.05) [12 + (1.2)2] = 0.122 3 n-1

k2 = h f ⎛⎜ x0 + h , y0 + k1 ⎞⎟ Adams–Bashforth Predictor Formula

⎝ 2 2⎠
= (0.05) [f (x0 + 0.025, y0 + 0.061] h
ynp+1 = yn + [55yn - 59yn-1 + 37yn-2 - 9yn-3]
24
= (0.05) [f (1.025, 1.261)]
= (0.05) [(1.025)2 + (1.261)2] = 0.1320 Adams–Moulton Corrector Formula
k3 = h f ⎛⎜ x0 + h , y0 + k2 ⎞⎟ ync+1 = yn +
h
[ 9 ynp+1 + 19yn - 5yn-1 + yn-2]
⎝ 2 2⎠ 24

Exercises
1. Three of the roots of the equation x4 + lx3 + mx2 + nx + 3. If the equation x6 + 5x5 + 11x4 + 34x2 + 20x + 24 = 0 has
24 = 0 are 3, 1 and -2. Which of the following could be exactly four non-real roots, then the number of negative
the value of l + m - n? roots is
(A) 0 (B) 1 (A) 1 (B) 0
(C) 2 (D) 3 (C) 3 (D) 2
4. A student finds, by trial, two negative and one posi-
2. If one of the roots of the equation x3 + 5x2 - 12x - 36 = tive root(s) of the equation x5 + 5x4 + 2802x + 3024
0 is thrice another root, then the third root is = 103x3  + 329x2. How many non-real roots does the
(A) -6 (B) 3 equation have?
89 (A) 0 (B) 1
−
-2 (D)
(C)
13 (C) 2 (D) 4

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 Chapter 6  ■  Numerical Methods  |  2.139

5. If the equation 3x4 - 13x3 + 7x2 + 17x + a - 10 = 0 has 15. The Newton’s iterative formula to find the value of 3
N
exactly three positive roots, then a can be is
(A) 11 (B) 4  N 
(A) xi +1 =  2 xi − 2 
(C) 13 (D) 12 xi 

6. If two of the roots of the equation x3 + 3x2 - 10x - 24 = 1 N 
0 are such that one is twice the other, then the third root xi +1 =  xi − 2 
(B)
3 xi 
is
(A) -4 (B) -3 1 N 
xi +1 =  2 xi + 2 
(C)
(C) -2 (D) 3 3 xi 
7. If 2.236146 is an approximation to 5, then the rela- 1 N 
xi +1 =  2 xi − 2 
(D)
tive error is 3 xi 
(A) 3.4883 × 10-5 (B) 4.8383 × 10-5
16. Find the second approximation to the cube root of 24
(C) 8.3483 × 10 -4
(D) 5.8438 × 10-4
correct to three decimal places using Newton’s iterative
8. The least number of terms required to be considered formula.
1 (A) 2.695 (B) 2.885
in the Taylor’s series approximation of f ( x ) =
(2 + x) (C) 3.001 (D) None of these
about x = 0 such that the truncation error is at most 5 × 17. The Newton’s iterative formula to find the value of
10-4 for x ∈ [0, 1] is 1
(A) 3 (B) 5  is
N
(C) 6 (D) 8 (A) xi+1 = xi(2 + xiN)
9. Let f (x) = x3 - x - 5 = 0. By bisection method first two (B) xi+1 = xi(2 - xiN)
approximations x0 and x1 are 1.5 and 2.25 respectively, (C) xi+1 =xi2(2 + xiN)
then x2 is (D) None of these
(A) 1.625 (B) 1.875
18. Find the reciprocal of 22 using Newton–Raphson
(C) 1.999 (D) None of these
method.
10. Find the fourth approximation of the root of the equa- (A) 0.0454545 (B) 0.4504504
tion x3 + x - 11 = 0, between 2 and 3, using Bisection (C) 0.54054 (D) None of these
method. 19. If the first approximation of the root of x3 - 3x - 5 = 0
(A) 1.925 (B) 2.832 is (x0 =) 2, then find x1 by Newton–Raphson method.
(C) 2.5215 (D) 2.0625
(A) 2.2806 (B) 2.2790
11. The absolute error bisection method is (C) 2.3333 (D) None of these
1 20. Find the first approximation of the real root by Newton–
(A) 2n (B) |b - a|
2n Raphson method for x4 + x3 - 7x2 - x + 5 = 0 by taking
1 x0 = 2.
(C) (D) |b - a|2n
|b−a| (A) 2.066 (B) 2.981
(C) 2.819 (D) None of these
12. If the first two approximations x0 and x1 to a root of x3
- x - 4 = 0 are 1.666 and 1.780 respectively, then find 21. If y = 2.6 + 0.7x is a line that fits the data:
x2 by Regula–Falsi method. x -2 -1 0 1 2
(A) 1.974 (B) 1.794 y 1 2 3 K 4
(C) 1.896 (D) None of these
Then the value of K is
13. Find the second approximation to the root of the equa- (A) 3 (B) 5
tion 2x - 5 = 3sin x between (2, 3) using the method of (C) 6 (D) 7
false position.
(A) 2.2523 (B) 2.012 22. If a curve y = abx is fitted to the following data, then the
value of ‘b’ is
(C) 2.8804 (D) None of these
x -2 -1 0 1 2
14. For N = 28 and x0 = 5.5, the first approximation to N
by Newton’s iteration formula is y 11 13 20 25 34

(A) 5.295 (B) 5.582 (A) 0.2911 (B) 0.9845

(C) 5.396 (D) None of these (C) 1.3379 (D) 2.0034

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 2.140  |  Part II  ■  Engineering Mathematics

23. For a set of 5 pairs of values (x0, y0), (x1, y1), (x2, y2) (x3, 3
1
y3) and (x4, y4) of (x, y), if D3y0 = 4 and D3y1 = 10, then 29. Find the value of ∫ 1 + x 2 dx taking four intervals by
2
the value of ∇4y4 is trapezoidal rule and also find the error when compared
(A) 4 (B) 6 to its exact value.
(C) 10 (D) 14 (A) 0.1759, 0.000004 (B) 0.1826, 0.04
24. The value of y(1.5) computed from the following data (C) 0.1953, 0.004 (D) 0.1423, -0.0004
using Newton’s forward interpolation formula is 1
x2
x 1 2 3 4 5
30. Find ∫ 1 + 8 x3 dx using Trapezoidal rule by taking 4
0
y 6 7 12 21 34 strips.
(A) 6 (B) 6.5 (A) 0.0911 (B) 0.9011
(C) 0.1901 (D) None of these
(C) 7 (D) 7.5 1.5
dx
25. The Lagrange’s interpolation polynomial correspond- 31. The estimate of ⋅
∫ x
obtained using Simpson’s rule
ing to the pairs of values of x and y given in the follow- 0.5
ing table is with three point function evaluation exceeds the exact
value by
x 1 3 4 7 (A) 0.235 (B) 0.068
y 36 16 9 72 (C) 0.024 (D) 0.012
6
(A) x3 - 6x2 + 9x + 36
(B) x3 - 6x2 + 18x - 45
32. Find the value of ⋅
∫ x log xdx taking 4 strips by
2
(C) 3x3 + 4x2 - 5x + 27 1
Simpson’s rd rule upto four decimals.
(D) x3 - 7x2 + 5x + 37 3
(A) 21.8901 (B) 22.8661
dy d2 y (C) 23.6581 (D) None of these
26. The values of and at x = 5 from the following
dx dx 2 π /2
table respectively are 1
33. Evaluate ∫ sin x dx by Simpson’s
3
rule using six
0
x 0 1 2 3 4 5 intervals.
y = f(x) 1 4 9 16 21 28 (A) 0.97768 (B) 0.98869
(C) 0.99968 (D) None of these
(A) 15.00 and 26.45
(B) 13.73 and 23.33 34. Find the maximum error in evaluating the above when
compared to its exact value.
(C) 17.13 and 31.42
(A) 0.000032 (B) 0.00032
(D) 21.64 and 43.00 (C) 0.00000032 (D) 0.0032
dy 3
1 3
27. The value of at x = 12 from the table given below is 35. Evaluate ∫ dx by using Simpson’s rule by
dx 2+ x 2 8
0
x 10 15 20 25 taking 3 strips.
y = f(x) 354 332 291 260 (A) 0.507 (B) 0.5007
(C) 0.7839 (D) None of these
-3.9427
(A) (B) 4.6125 dy
-0.4652
(C) (D) 1.3549 36. If = 1 - 3xy2, y (0) = 0, then by Taylor’s method y
dx
dy (0.1) =
28. The magnitude of error when at x = 2 is found by
dx (A) 0.02 (B) 0.001
1 (C) 0.05 (D) 0.1
Newton’s forward interpolation formula for y = y =
x dy
using the following data is 37. If = 2x + y, y (0) = 1, the Picard’s approximate of y
dx
upto second degree terms is
x 2 4 6 8
x2
y = 1/x 0.5000 0.2500 0.1667 0.1250 (A) 1 + x + x2 (B) 1 + x +
2
(A) 0.0005 (B) 0.0025 x2
(C) 1 - x - (D) None of these
(C) 0.0125 (D) 0.0625 2

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 Chapter 6  ■  Numerical Methods  |  2.141

38. If y0 = 1, f (x0, y0) = 1.2, f (x1, y1­(0)) = 1.9312, h = 0.3, by 42. For the above problem find y(0.8) using Milne’s correc-
modified Euler’s formula y1 = (1) tor formula.
(A) 1.4696 (B) 1.2015 (A) 0.3046 (B) 0.4036
(C) 1.325 (D) 1.525 (C) 0.436 (D) None of these
39. Using Euler’s modified method, find a solution of the
dy Direction for questions 43 and 44:
equation = x + y with y(0) = 1 at y(0.2).
dx 43. Find using the Adams–Bashforth corrector formula y
(A) 1.3902 (B) 1.2309 dy 1
(0.4), for the differential equation = xy , given
(C) 1.3092 (D) None of these dx 2
dy y(0.1) = 1.01, y(0.2) = 1.022, y (0.3) = 1.023, y01 = 0, y11
40. Find k1, by Runge–Kutta method of fourth order if
dx = 0.0505, y21 = 0.1022, y31 = 0.1535.
= 2x + 3y2 and y(0.1) = 1.1165, h = 0.1.
(A) 0.3993 (B) 0.9393 (A) 1.5418 (B) 1.0410
(C) 0.3939 (D) None of these (C) 1.4100 (D) None of these
44. For the above differential equation find y(0.5) using
Direction for questions 41 and 42: Adams–Bashforth predictor formula.
dy (A) 1.00463 (B) 1.06463
41. Find y(0.8) by Milne’s predictor formula, given =
dx (C) 1.00599 (D) None of these
x - y2, y2 = 0.0795, y (0.6) = 0.1762, y0 = 0.0000, y11 =
0.1996, y21 = 0.3937, y31 = 0.5689, h = 0.2 45. The Runge–Kutta methods has the error of order _____.
(A) 0.9304 (B) 0.4930 (A) 1 (B) 3
(C) 0.3049 (D) None of these (C) 5 (D) 2

Previous Years’ Questions

1. Given that one root of the equation x3 - 10x2 + 31x - The value of the integral of the function between the
30 = 0, is 5 the other two roots are [GATE, 2007] limits 0 to 1 using Simpon’s rule is [GATE, 2010]
(A) 2 and 3 (B) 2 and 4 (A) 0.7854 (B) 2.3562
(C) 3 and 4 (D) -2 and -3 (C) 3.1416 (D) 7.5000
2. The following equation needs to be numerically
5. The square root of a number N is to be obtained by
solved using the Newton–Raphson method x3 + 4x -
applying the Newton–Raphson iterations to the equa-
9=0
tion x2 - N = 0. If i denotes the iteration index, the
The iterative equation for this purpose is (k indicates correct iterative scheme will be [GATE, 2011]
the iteration level) [GATE, 2007]
1 N
2 xk3 + 9 3x 2 + 4 xi +1 =
(A)  xi + 
xk + 1 =
(A) xk + 1 = k2
(B) 2 xi 
3 xk + 4
2 2 xk + 9
1 2 N 
4x2 + 3 xi +1 =
(B)  xi + 2 
xk + 1 =
(C) xk - 3 xk2 + 4 (D) xk + 1 = k2 2 xi 
9 xk + 2
1 N2 
3. Three values of x and y are to be fitted in a straight xi +1 =
(C)  xi + 
line in the form y = a + bx by the method of least 2 xi 
squares. Given : Sx = 6, Sy = 21, Sx2 = 14, and Sxy = 1 N
46 the values of a and b are respectively. xi +1 =
(D)  xi − 
2 xi 
 [GATE, 2008]
(A) 2 and 3 (B) 1 and 2 6. Find the magnitude of the error (correct to two deci-
(C) 2 and 1 (D) 3 and 2 mal places) in the estimation of following integral
4. The table below gives values of a function F(x) 1
using Simpson’s rule. (Take the step length as 1)
obtained for values of x at intervals of 0.25. 3
X 0 0.25 0.5 0.75 1.0 4
 [GATE, 2013]
F(x) 1 0.9412 0.8 0.64 0.50 ∫ ( x 4 + 10)dx
0

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 2.142  |  Part II  ■  Engineering Mathematics

7. In Newton–Raphson iterative method, the initial 9. For step-size, Dx = 0.4, the value of following integral
guess value (xinj) is considered as zero while finding 1
using Simpson’s rule is ________.
the roots of the equation: f (x) = -2 + 6x - 4x2 + 0.5x3. 3
The correction, Dx, to be added to xinj in the first itera- 0.8
tion is ______. [GATE, 2015] ∫ (0.2 + 25 x − 200 x 2 + 675 x3 − 900 x 4 + 400 x5 )dx
8. The quadratic equation x - 4x + 4 = 0 is to be solved
2 0

numerically, starting with the initial guess x0 = 3. The  [GATE, 2015]

Newton–Raphson method is applied once to get a 1 0. Newton–Raphson method is to be used to find root of
new estimate and then the Secant method is applied equation 3x - ex + sin x = 0. If the initial trial value for
once using the initial guess and this new estimate. The the root is taken as 0.333, the next approximation for
estimated value of the root after the application of the the root would be ______. (note: answer up to three
Secant method is ______. [GATE, 2015] decimal) [GATE, 2016]

Answer Keys
Exercises
1. D 2. B 3. D 4. A 5. B 6. D 7. A 8. C 9. B 10. D
11. B 12. B 13. C 14. A 15. C 16. B 17. B 18. A 19. C 20. A
21. A 22. C 23. B 24. A 25. D 26. B 27. A 28. D 29. D 30. A
31. D 32. B 33. C 34. B 35. C 36. D 37. A 38. A 39. B 40. C
41. C 42. A 43. B 44. B 45. C

Previous Years’ Questions

1. A 2. A 3. D 4. A 5. A 6.  0.52 to 0.55 7.  0.3 to 0.4
8.  2.32 to 2.34 9.  1.36 to 1.37 10. 0.360

Chapter 06.indd 142 5/31/2017 11:00:07 AM